Primal-dual interior-point methods for PDE-constrained optimization.
Michael UlbrichStefan UlbrichPublished in: Math. Program. (2009)
Keyphrases
- constrained optimization
- interior point methods
- primal dual
- linear programming
- convex optimization
- linear program
- linear programming problems
- objective function
- interior point
- convex programming
- interior point algorithm
- approximation algorithms
- semidefinite programming
- constrained optimization problems
- variational inequalities
- inequality constraints
- convergence rate
- simplex algorithm
- penalty function
- augmented lagrangian
- simplex method
- semidefinite
- image denoising
- lagrange multipliers
- maximum likelihood
- optimization problems
- column generation
- pairwise