An optimal subgradient algorithm for large-scale bound-constrained convex optimization.
Masoud AhookhoshArnold NeumaierPublished in: Math. Methods Oper. Res. (2017)
Keyphrases
- convex optimization
- worst case
- dynamic programming
- globally optimal
- optimal solution
- learning algorithm
- augmented lagrangian
- primal dual
- computational complexity
- convergence rate
- convex relaxation
- linear programming
- norm minimization
- multiscale
- convex optimization problems
- convex constraints
- interior point methods
- convex formulation
- distance metric
- constrained optimization
- denoising
- np hard
- cost function
- objective function
- high quality