The augmented Lagrangian method can approximately solve convex optimization with least constraint violation.
Yu-Hong DaiLiwei ZhangPublished in: Math. Program. (2023)
Keyphrases
- augmented lagrangian method
- convex optimization
- constrained minimization
- augmented lagrangian
- total variation
- interior point methods
- low rank
- primal dual
- alternating direction
- convex relaxation
- image restoration
- alternating direction method of multipliers
- image processing
- global constraints
- total variation regularization