ADMM for multiaffine constrained optimization.
Wenbo GaoDonald GoldfarbFrank E. CurtisPublished in: Optim. Methods Softw. (2020)
Keyphrases
- constrained optimization
- objective function
- constrained optimization problems
- constraint handling
- total variation
- penalty function
- unconstrained optimization
- convex optimization
- alternating direction method of multipliers
- augmented lagrangian
- interval analysis
- lagrange multipliers
- penalty functions
- closed form solutions
- global optimum
- genetic algorithm
- inequality constraints
- high resolution
- search algorithm