Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion.
Roman AndreevPublished in: SIAM J. Sci. Comput. (2017)
Keyphrases
- augmented lagrangian method
- primal dual
- augmented lagrangian
- edge preserving
- anisotropic diffusion
- convex optimization
- constrained minimization
- markov random field
- total variation regularization
- total variation
- diffusion process
- em algorithm
- linear programming problems
- linear programming
- global convergence
- linear program
- nonlinear diffusion
- bayesian inference
- closed form
- diffusion equation
- constrained optimization problems
- image processing
- image restoration
- optimal solution