An augmented Lagrangian interior-point method using directions of negative curvature.
Javier M. MoguerzaFrancisco J. PrietoPublished in: Math. Program. (2003)
Keyphrases
- augmented lagrangian
- interior point methods
- convex optimization
- linear programming problems
- primal dual
- convex programming
- total variation
- linear programming
- linear program
- quadratic programming
- low rank
- multiscale
- semidefinite programming
- computationally intensive
- solving problems
- column generation
- lagrange multipliers
- cost function
- pairwise
- optimal solution