ON AUGMENTED LAGRANGIAN METHODS OF MULTIPLIERS AND ALTERNATING DIRECTION METHODS OF MULTIPLIERS FOR MATRIX OPTIMIZATION PROBLEMS

Abstract

In this paper, we consider matrix optimization problems. We investigate augmented Lagrangian methods of multipliers and alternating direction methods of multipliersfor the problems. Following the proofs of Eckstein [3], and Eckstein and Yao [5], we proveconvergence theorems for augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems.