汇报标题 (Title)：An Exact Augmented Lagrangian Method and Its Extensions（一个精确的增广拉格朗日步骤及推广）
汇报人 (Speaker)： 白建超 副教授（西北工业大学）
汇报功夫 (Time)：2023年10月13日(周五) 10:00
汇报地址 (Place)：校本部F619
约请人(Inviter)：白延琴 教授
主办部门：理学院数学系、上海市运筹学会
汇报提要：In this talk, an exact augmented Lagrangian method (ALM) and an inexact ALM will be presented for solving a family of linearly constrained convex optimization problems. By a variational analysis, the generated iterates are characterized as a variational inequality. Then, we establish the global convergence and sublinear convergence rate of these algorithms. Performance of the algorithms are tested on solving the support vector machine problem and two image processing problems.
