Global Linear convergence of an augmented Lagrangian algorithm to solve convex quadratic optimization problems

Journal of Convex Analysis

Volumn 12, Issue 1, 2005, Pages 45-69

  Delbos, Frédéric ^a   Gilbert, J Charles ^b  

^a IFP ENERGIES NOUVELLES   (France)

^b INRIA ROCQUENCOURT   (France)

Author keywords

Augmented Lagrangian; Convex quadratic optimization; Distance to a polyhedron; Error bound; Global linear convergence; Iterative complexity; Linear constraints; Proximal algorithm

Indexed keywords

EID: 17044378544     PISSN: 09446532     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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