Some Properties of the Augmented Lagrangian in Cone Constrained Optimization.
Alexander ShapiroJie SunPublished in: Math. Oper. Res. (2004)
Keyphrases
- augmented lagrangian
- constrained optimization
- constrained optimization problems
- lagrange multipliers
- objective function
- penalty function
- unconstrained optimization
- total variation
- image denoising
- inequality constraints
- support vector
- evolutionary algorithm
- cost function
- np hard
- differential evolution
- convex optimization