Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization.
Ernesto G. BirginJosé Mario MartínezPublished in: Comput. Optim. Appl. (2012)
Keyphrases
- constrained optimization
- augmented lagrangian
- penalty function
- augmented lagrangian method
- constrained optimization problems
- objective function
- alternating direction
- maximum likelihood
- lagrange multipliers
- total variation
- convex optimization
- total variation regularization
- linear programming
- integer programming
- variational inequalities
- constrained minimization