A primal-dual augmented Lagrangian.
Philip E. GillDaniel P. RobinsonPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- primal dual
- augmented lagrangian
- linear programming problems
- convex optimization
- linear programming
- linear program
- duality gap
- interior point methods
- approximation algorithms
- convergence rate
- semidefinite programming
- algorithm for linear programming
- convex programming
- simplex method
- convex functions
- augmented lagrangian method
- inequality constraints
- np hard
- integer programming
- dynamic programming