An accelerated augmented lagrangian method for multi-criteria optimization problem

Abstract

By virtue of the Nesterov's acceleration technique, we establish an accelerated augmented Lagrangian method for solving linearly constrained multi-criteria optimization problem. For this method, we establish its global convergence under suitable condition. Further, we show that its iterationcomplexity is O(1/k2) which improves the original ALM whose iteration-complexity is O(1/k).