Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints.
Weiwei KongJefferson G. MeloRenato D. C. MonteiroPublished in: Math. Oper. Res. (2023)
Keyphrases
- convex constraints
- optimization problems
- convex optimization
- quadratic program
- augmented lagrangian method
- objective function
- nonlinear programming
- convex programming
- evolutionary algorithm
- metaheuristic
- augmented lagrangian
- total variation
- linear constraints
- linear program
- cost function
- low rank
- convex functions
- interior point methods
- knapsack problem
- optimization methods
- computational complexity
- linear programming problems
- primal dual
- linear programming
- global consistency
- variational inequalities
- mixed integer
- pairwise