A primal majorized semismooth Newton-CG augmented Lagrangian method for large-scale linearly constrained convex programming.
Chengjing WangPeipei TangPublished in: Comput. Optim. Appl. (2017)
Keyphrases
- primal dual
- variational inequalities
- convex programming
- linearly constrained
- convex optimization
- interior point methods
- augmented lagrangian
- linear programming
- linear programming problems
- linear program
- approximation algorithms
- semidefinite programming
- convergence rate
- total variation
- low rank
- convex sets
- convex functions
- high resolution
- constrained minimization
- np hard
- dynamic programming
- linear constraints
- denoising