Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Augmented Lagrangian Method for Conic Convex Programming   We propose a new first-order augmented Lagrangian algorithm ALCC for solving
convex conic programs of the form min{rho(x)+gamma(x): Ax-b in K, x in chi},
where rho and gamma are closed convex functions, and gamma has a Lipschitz
continuous gradient, A is mxn real matrix, K is a closed convex cone, and chi
is a "simple" convex compact set such that optimization problems of the form
min{rho(x)+|x-x0|_2^2: x in chi} can be efficiently solved for any given x0. We
show that any limit point of the primal ALCC iterates is an optimal solution of
the conic convex problem, and the dual ALCC iterates have a unique limit point
that is a Karush-Kuhn-Tucker (KKT) point of the conic program. We also show
that for any epsilon>0, the primal ALCC iterates are epsilon-feasible and
epsilon optimal after O(log(1/epsilon)) iterations which require solving
O(1/epsilon log(1/epsilon)) problems of the form min{rho(x)+|x-x0|_2^2: x in
chi}.

11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
7
The categories of this paper are: hep-th
14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
21
The categories of this paper are: adap-org
35
The categories of this paper are: mtrl-th
17
The categories of this paper are: q-fin
28
The categories of this paper are: alg-geom
10
The categories of this paper are: q-bio
4
The categories of this paper are: cond-mat
16
The categories of this paper are: stat
25
The categories of this paper are: patt-sol
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg