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Bregman Augmented Lagrangian Method: Convergence, acceleration, and applications in reinforcement learning

Yan, ShenUniversity of Illinois at Urbana-Champaign2021

… the algorithm Bergman proximal point method (BPP), and its application to Bregman augmented Lagrangian method(BALM) is considered. Unlike classical augmented Lagrangian method (ALM ), whose convergence rate and its relation with the proximal point method is well-understood, the convergence …

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