On the cost of solving augmented Lagrangian subproblems.
Damián R. FernándezMikhail V. SolodovPublished in: Math. Program. (2020)
Keyphrases
- augmented lagrangian
- linear programming problems
- alternating direction
- lagrange multipliers
- constrained optimization
- constrained optimization problems
- convex optimization
- total variation
- linear programming
- duality gap
- image denoising
- linear program
- primal dual
- optimization problems
- regularization term
- np hard
- multiresolution
- cost function
- interior point methods
- multiple objectives
- multiscale
- particle swarm optimization