Partially Augmented Lagrangian Method for Matrix Inequality Constraints.
Dominikus NollMounir TorkiPierre ApkarianPublished in: SIAM J. Optim. (2004)
Keyphrases
- inequality constraints
- augmented lagrangian method
- constrained optimization
- interior point methods
- convex optimization
- augmented lagrangian
- nonlinear programming
- low rank
- lagrange multipliers
- constrained optimization problems
- singular value decomposition
- total variation
- least squares support vector machine
- linear programming
- semidefinite programming