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On PI Controllers for Updating Lagrange Multipliers in Constrained Optimization.
Motahareh Sohrabi
Juan Ramirez
Tianyue H. Zhang
Simon Lacoste-Julien
Jose Gallego-Posada
Published in:
CoRR (2024)
Keyphrases
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constrained optimization
lagrange multipliers
lagrange multiplier method
constrained optimization problems
augmented lagrangian
objective function
penalty function
unconstrained optimization
reinforcement learning
neural network
special case
learning tasks