Fast Augmented Lagrangian Method in the convex regime with convergence guarantees for the iterates.
Radu Ioan BotErnö Robert CsetnekDang-Khoa NguyenPublished in: Math. Program. (2023)
Keyphrases
- augmented lagrangian method
- alternating direction
- global convergence
- convex optimization
- augmented lagrangian
- constrained minimization
- stationary points
- total variation
- convergence rate
- convergence speed
- constrained optimization
- convergence analysis
- global optimum
- constrained optimization problems
- optimization methods
- total variation regularization
- interior point methods
- pairwise
- primal dual
- low rank
- locally adaptive
- group lasso
- higher order