A First-Order Primal-Dual Method for Nonconvex Constrained Optimization Based on the Augmented Lagrangian.
Daoli ZhuLei ZhaoShuzhong ZhangPublished in: Math. Oper. Res. (2024)
Keyphrases
- constrained optimization
- augmented lagrangian
- primal dual
- constrained optimization problems
- objective function
- penalty function
- cost function
- convex optimization
- duality gap
- line search
- convergence rate
- semidefinite programming
- energy function
- lagrange multipliers
- linear programming
- higher order
- dynamic programming
- inequality constraints
- augmented lagrangian method
- computational complexity