QPPAL: A Two-phase Proximal Augmented Lagrangian Method for High-dimensional Convex Quadratic Programming Problems.
Ling LiangXudong LiDefeng SunKim-Chuan TohPublished in: ACM Trans. Math. Softw. (2022)
Keyphrases
- augmented lagrangian method
- quadratic programming problems
- high dimensional
- convex optimization
- augmented lagrangian
- equality constraints
- constrained minimization
- constrained optimization problems
- total variation
- global convergence
- constrained optimization
- total variation regularization
- systems of linear equations
- image restoration
- variable selection
- image denoising
- primal dual
- feature space
- data points
- interior point methods
- differential evolution
- high dimensional data
- support vector machine
- optimization problems
- denoising
- penalty function
- quadratic program
- regularization term
- evolutionary algorithm