A Richer Theory of Convex Constrained Optimization with Reduced Projections and Improved Rates.
Tianbao YangQihang LinLijun ZhangPublished in: ICML (2017)
Keyphrases
- constrained optimization
- inequality constraints
- augmented lagrangian
- penalty functions
- constrained optimization problems
- constraint handling
- objective function
- stationary points
- penalty function
- iterative methods
- convex sets
- unconstrained optimization
- interval analysis
- convex optimization
- lagrange multipliers
- pattern search
- neural network