Constrained Differential Dynamic Programming: A primal-dual augmented Lagrangian approach.
Wilson JalletAntoine BambadeNicolas MansardJustin CarpentierPublished in: CoRR (2022)
Keyphrases
- primal dual
- augmented lagrangian
- dynamic programming
- linear programming
- linear programming problems
- linear program
- saddle point
- duality gap
- convex optimization
- lagrange multipliers
- interior point methods
- semidefinite programming
- algorithm for linear programming
- convergence rate
- approximation algorithms
- variational inequalities
- simplex method
- convex programming
- total variation
- column generation
- augmented lagrangian method
- integer programming
- feasible solution
- optimal solution
- dual formulation
- objective function
- constrained optimization
- computer vision
- convex functions
- knapsack problem
- image denoising
- rate distortion
- optimization problems
- cost function
- reinforcement learning
- image processing