Interior-point methods and preconditioning for PDE-constrained optimization problems involving sparsity terms.
John W. PearsonMargherita PorcelliMartin StollPublished in: Numer. Linear Algebra Appl. (2020)
Keyphrases
- problems involving
- constrained optimization
- interior point methods
- inequality constraints
- primal dual
- iterative methods
- convex optimization
- objective function
- optimization problems
- penalty function
- linear program
- semidefinite programming
- partial differential equations
- quadratic programming
- neural network
- inverse problems
- convergence rate
- sparse representation
- model selection
- genetic programming
- linear programming
- evolutionary algorithm
- high dimensional
- image processing