🧮 Seminar: "Fast Augmented Lagrangian Method in continuous and discrete setting"
- Author: Lê Thiện Đạt at
- NEWS
🧑🏫 Presenter: Nguyễn Đăng Khoa, currently a Postdoctoral Researcher at the University of Vienna (alumnus, Class of 2015)
Report Content:
We approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms of the augmented Lagrangian associated to the minimization problem. We show fast convergence of the primal-dual gap, the feasibility measure, and the objective function value along the generated trajectories. In case the objective function has Lipschitz continuous gradient, we show that the primal-dual trajectory asymptotically weakly converges to a primal-dual optimal solution of the underlying minimization problem. The proposed inertial algorithm results from the discretization of the second-order primal-dual dynamical system.
📍 Location: Room F207.
🕘 Morning, 9:00 AM, September 23, 2022.
📸 Some Photos from the Seminar:
