A Newton-CG Augmented Lagrangian Method for Semidefinite Programming.
Xin-Yuan ZhaoDefeng SunKim-Chuan TohPublished in: SIAM J. Optim. (2010)
Keyphrases
- semidefinite programming
- interior point methods
- augmented lagrangian
- primal dual
- linear programming problems
- convex optimization
- linear programming
- total variation
- kernel matrix
- linear program
- convergence rate
- low rank
- maximum margin
- constrained optimization
- approximation algorithms
- image denoising
- image restoration
- lagrange multipliers
- constrained optimization problems
- high dimensional
- global convergence
- higher order
- denoising