Abstract
In this paper, we propose an augmented Lagrangian method for composite optimization with the outer function satisfying the second order epi-regular property. The local convergence and rate of convergence of this algorithm will be proved under the assumptions of the second order sufficient condition via the second order epi-derivative of augmented Lagrangian and the semi-isolated calmness of the solution mapping of perturbed generalized equation formulated from KKT system. For the penalty parameters large enough, we obtain the primal-dual Q-linear convergence rate.
Disclosure statement
No potential conflict of interest was reported by the author(s).