{"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}
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.
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.