An inexact augmented Lagrangian algorithm for unsymmetric saddle-point systems.

Na Huang Yu-Hong Dai Dominique Orban Michael A. Saunders

Published in: CoRR (2024)

Keyphrases

augmented lagrangian
objective function
learning algorithm
cost function
dynamic programming
worst case
expectation maximization
genetic algorithm
optimal solution
computational complexity
search space
np hard
convex hull
convergence rate
saddle point