Proposes ripALM, a relative inexact proximal ALM using one tolerance parameter, with new convergence analysis showing global and asymptotic linear rates without correction steps.
De Marchi.Augmented Lagrangian and Proximal Methods for Constrained Structured Optimization
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ripALM: A Relative-Type Inexact Proximal Augmented Lagrangian Method for Linearly Constrained Convex Optimization
Proposes ripALM, a relative inexact proximal ALM using one tolerance parameter, with new convergence analysis showing global and asymptotic linear rates without correction steps.