A sequential updating scheme of the Lagrange multiplier for separable convex programming.

Yuhong Dai Deren Han Xiaoming Yuan Wenxing Zhang

Published in: Math. Comput. (2017)

Keyphrases

convex programming
lagrange multipliers
linear programming
convex optimization
interior point methods
linear program
objective function
cost function
primal dual
semidefinite programming
convex functions
kernel learning
feature selection
high quality
rate distortion