A globally and quadratically convergent primal-dual augmented Lagrangian algorithm for equality constrained optimization.
Paul ArmandRiadh OmheniPublished in: Optim. Methods Softw. (2017)
Keyphrases
- augmented lagrangian
- constrained optimization
- primal dual
- constrained optimization problems
- convex optimization
- duality gap
- linear programming problems
- objective function
- lagrange multipliers
- linear programming
- penalty function
- convergence rate
- interior point methods
- total variation
- cost function
- inequality constraints
- image denoising
- simulated annealing
- augmented lagrangian method
- optimization algorithm
- dynamic programming
- approximation algorithms
- regularization term
- wavelet transform
- linear program
- dual formulation