Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Scalable Frank-Wolfe based Augmented Lagrangian Method for Linearly
  Constrained Composite Convex Programming   In this paper, we consider large-scale linearly constrained composite convex
optimization problem, whose objective is a sum of a smooth function and a
possibly nonsmooth function. We propose a scalable
\textbf{F}rank-\textbf{W}olfe based \textbf{A}ugmented \textbf{L}agrangian
(FW-AL) method for solving this problem. At each iteration, the proposed FW-AL
method employs the FW method (or its variants) to approximately solve the AL
subproblem {(with fixed Lagrange multiplier)} within a preselected tolerance
and then updates the Lagrange multiplier. The proposed FW-AL method is well
suitable for solving large-scale problems, because its computational cost per
step scales (essentially) linearly with the size of the input. We analyze the
non-ergodic convergence rate of the proposed FW-AL method.

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The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
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The categories of this paper are: supr-con
26
The categories of this paper are: bayes-an
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The categories of this paper are: hep-ex
9
The categories of this paper are: nlin
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The categories of this paper are: nucl-ex
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The categories of this paper are: econ
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc
1
The categories of this paper are: cs
0
The categories of this paper are: hep-ph
31
The categories of this paper are: ao-sci
19
The categories of this paper are: eess
10
The categories of this paper are: q-bio
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The categories of this paper are: dg-ga