A primal-dual augmented Lagrangian penalty-interior-point filter line search algorithm.
Renke KuhlmannChristof BüskensPublished in: Math. Methods Oper. Res. (2018)
Keyphrases
- augmented lagrangian
- primal dual
- interior point
- search algorithm
- linear programming problems
- convex optimization
- linear programming
- interior point methods
- linear program
- semidefinite programming
- convergence rate
- variational inequalities
- approximation algorithms
- objective function
- search space
- simplex method
- low rank
- penalty function
- constrained optimization
- optimal solution
- multiresolution
- multi objective
- np hard
- total variation
- worst case