Constrained Optimization via Exact Augmented Lagrangian and Randomized Iterative Sketching.

Ilgee Hong Sen Na Michael W. Mahoney Mladen Kolar

Published in: CoRR (2023)

Keyphrases

augmented lagrangian
constrained optimization
iterative methods
constrained optimization problems
objective function
unconstrained optimization
lagrange multipliers
penalty function
inequality constraints
dynamic programming
total variation