Augmented Lagrangian method for large-scale linear programming problems.
Yu. G. EvtushenkoA. I. GolikovN. MollaverdyPublished in: Optim. Methods Softw. (2005)
Keyphrases
- linear programming problems
- augmented lagrangian
- augmented lagrangian method
- linear programming
- primal dual
- linear program
- multiple objectives
- interior point methods
- column generation
- mixed integer
- convex optimization
- optimal solution
- simplex method
- convergence rate
- optimization problems
- approximation algorithms
- total variation
- optimization algorithm
- special case
- image processing