针对$$p \ge 2$$的$$ell _{p}$$-norm圆锥优化问题的增强拉格朗日法的收敛性分析

IF 1.7 3区 数学 Q2 MATHEMATICS, APPLIED
Benqi Liu, Kai Gong, Liwei Zhang
{"title":"针对$$p \\ge 2$$的$$ell _{p}$$-norm圆锥优化问题的增强拉格朗日法的收敛性分析","authors":"Benqi Liu, Kai Gong, Liwei Zhang","doi":"10.1007/s11075-024-01912-x","DOIUrl":null,"url":null,"abstract":"<p>This paper focuses on the convergence analysis of the augmented Lagrangian method (ALM) for <span>\\(\\varvec{\\ell }_{\\varvec{p}}\\)</span>-norm cone optimization problems. We investigate some properties of the augmented Lagrangian function and <span>\\(\\varvec{\\ell }_{\\varvec{p}}\\)</span>-norm cone. Moreover, under the Jacobian uniqueness conditions, we prove that the local convergence rate of ALM for solving <span>\\(\\varvec{\\ell }_{\\varvec{p}}\\)</span>-norm cone optimization problems with <span>\\(\\varvec{p} \\varvec{\\ge } \\varvec{2}\\)</span> is proportional to <span>\\(\\varvec{1}\\varvec{/}\\varvec{r}\\)</span>, where the penalty parameter <span>\\(\\varvec{r}\\)</span> is not less than a threshold <span>\\(\\varvec{\\hat{r}}\\)</span>. In numerical simulations, we successfully validate the effectiveness and convergence properties of ALM.</p>","PeriodicalId":54709,"journal":{"name":"Numerical Algorithms","volume":"6 1","pages":""},"PeriodicalIF":1.7000,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Convergence analysis of the augmented Lagrangian method for $$\\\\ell _{p}$$ -norm cone optimization problems with $$p \\\\ge 2$$\",\"authors\":\"Benqi Liu, Kai Gong, Liwei Zhang\",\"doi\":\"10.1007/s11075-024-01912-x\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>This paper focuses on the convergence analysis of the augmented Lagrangian method (ALM) for <span>\\\\(\\\\varvec{\\\\ell }_{\\\\varvec{p}}\\\\)</span>-norm cone optimization problems. We investigate some properties of the augmented Lagrangian function and <span>\\\\(\\\\varvec{\\\\ell }_{\\\\varvec{p}}\\\\)</span>-norm cone. Moreover, under the Jacobian uniqueness conditions, we prove that the local convergence rate of ALM for solving <span>\\\\(\\\\varvec{\\\\ell }_{\\\\varvec{p}}\\\\)</span>-norm cone optimization problems with <span>\\\\(\\\\varvec{p} \\\\varvec{\\\\ge } \\\\varvec{2}\\\\)</span> is proportional to <span>\\\\(\\\\varvec{1}\\\\varvec{/}\\\\varvec{r}\\\\)</span>, where the penalty parameter <span>\\\\(\\\\varvec{r}\\\\)</span> is not less than a threshold <span>\\\\(\\\\varvec{\\\\hat{r}}\\\\)</span>. In numerical simulations, we successfully validate the effectiveness and convergence properties of ALM.</p>\",\"PeriodicalId\":54709,\"journal\":{\"name\":\"Numerical Algorithms\",\"volume\":\"6 1\",\"pages\":\"\"},\"PeriodicalIF\":1.7000,\"publicationDate\":\"2024-08-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Numerical Algorithms\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s11075-024-01912-x\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Numerical Algorithms","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s11075-024-01912-x","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0

摘要

本文主要研究了针对 \(\varvec\{ell }_\varvec{p}}-orm cone 优化问题的增强拉格朗日法(ALM)的收敛性分析。我们研究了增强拉格朗日函数和(\varvec{ell }_{\varvec{p}})-规范锥的一些特性。此外,在雅各布唯一性条件下,我们证明了 ALM 在求解 \(\varvec{ell }_{varvec{p}}\)-norm cone 优化问题时的局部收敛率与 \(\varvec{p} \varvec{ge } \varvec{2}\) 成正比、其中,惩罚参数 \(\varvec{r}\)不小于阈值 \(\varvec\{hat{r}}\)。在数值模拟中,我们成功验证了 ALM 的有效性和收敛性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Convergence analysis of the augmented Lagrangian method for $$\ell _{p}$$ -norm cone optimization problems with $$p \ge 2$$

Convergence analysis of the augmented Lagrangian method for $$\ell _{p}$$ -norm cone optimization problems with $$p \ge 2$$

This paper focuses on the convergence analysis of the augmented Lagrangian method (ALM) for \(\varvec{\ell }_{\varvec{p}}\)-norm cone optimization problems. We investigate some properties of the augmented Lagrangian function and \(\varvec{\ell }_{\varvec{p}}\)-norm cone. Moreover, under the Jacobian uniqueness conditions, we prove that the local convergence rate of ALM for solving \(\varvec{\ell }_{\varvec{p}}\)-norm cone optimization problems with \(\varvec{p} \varvec{\ge } \varvec{2}\) is proportional to \(\varvec{1}\varvec{/}\varvec{r}\), where the penalty parameter \(\varvec{r}\) is not less than a threshold \(\varvec{\hat{r}}\). In numerical simulations, we successfully validate the effectiveness and convergence properties of ALM.

求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
Numerical Algorithms
Numerical Algorithms 数学-应用数学
CiteScore
4.00
自引率
9.50%
发文量
201
审稿时长
9 months
期刊介绍: The journal Numerical Algorithms is devoted to numerical algorithms. It publishes original and review papers on all the aspects of numerical algorithms: new algorithms, theoretical results, implementation, numerical stability, complexity, parallel computing, subroutines, and applications. Papers on computer algebra related to obtaining numerical results will also be considered. It is intended to publish only high quality papers containing material not published elsewhere.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信