A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds.
Yuhao ZhouChenglong BaoChao DingJun ZhuPublished in: Math. Program. (2023)
Keyphrases
- augmented lagrangian method
- newton method
- variational inequalities
- global convergence
- primal dual
- convex optimization
- augmented lagrangian
- convergence analysis
- quasi newton
- optimization algorithm
- constrained optimization
- nonlinear programming
- optimization problems
- total variation
- low rank
- interior point methods
- optimization methods
- gauss newton
- total variation regularization
- semidefinite
- convex relaxation
- optimization method
- high dimensional