Complexity of Proximal Augmented Lagrangian for Nonconvex Optimization with Nonlinear Equality Constraints.
Yue XieStephen J. WrightPublished in: J. Sci. Comput. (2021)
Keyphrases
- solving nonlinear
- augmented lagrangian
- equality constraints
- nonlinear programming
- constrained optimization problems
- optimization problems
- constrained optimization
- lagrange multipliers
- convex optimization
- inequality constraints
- linear programming
- linear constraints
- evolutionary algorithm
- optimality conditions
- objective function
- total variation
- linear programming problems
- penalty function
- global optimization
- global convergence
- variational inequalities
- computational complexity
- quadratic program
- exact algorithms
- complex valued
- linear program
- knapsack problem
- semidefinite programming
- image denoising
- optimization algorithm
- primal dual
- combinatorial optimization
- interior point methods
- decomposition algorithm
- denoising
- low rank
- multi objective
- special case