On the local quadratic convergence of the primal-dual augmented Lagrangian method.
Roman A. PolyakPublished in: Optim. Methods Softw. (2009)
Keyphrases
- np hard
- primal dual
- augmented lagrangian method
- approximation algorithms
- linear programming
- convergence rate
- linear program
- augmented lagrangian
- computational complexity
- linear programming problems
- convex optimization
- global convergence
- interior point methods
- variational inequalities
- semidefinite programming
- integer programming
- algorithm for linear programming
- constrained minimization
- objective function
- convergence speed
- simplex method
- valid inequalities
- step size
- convergence analysis
- pairwise
- genetic algorithm
- total variation
- global optimum
- constrained optimization problems
- low rank
- total variation regularization