An accelerated augmented Lagrangian method for linearly constrained convex programming with the rate of convergence O(1/k^2)

In this paper, we propose and analyze an accelerated augmented Lagrangian method（denoted by AALM） for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O（1/k^2） while the convergence rate of the classical augmented Lagrangian method（ALM） is O1 k. Numerical experiments on the linearly constrained 1-2minimization problem are presented to demonstrate the effectiveness of AALM.