A stochastic primal-dual method for a class of nonconvex constrained optimization.
Lingzi JinXiao WangPublished in: Comput. Optim. Appl. (2022)
Keyphrases
- constrained optimization
- objective function
- cost function
- unconstrained optimization
- primal dual
- linear programming
- linear program
- sensitivity analysis
- convex optimization
- optimization algorithm
- convergence rate
- variational inequalities
- penalty function
- constrained optimization problems
- simplex algorithm
- augmented lagrangian
- optimization problems