Super-Linear Convergence of Dual Augmented-Lagrangian Algorithm for Sparsity Regularized Estimation.
Ryota TomiokaTaiji SuzukiMasashi SugiyamaPublished in: CoRR (2009)
Keyphrases
- augmented lagrangian
- dynamic programming
- computational complexity
- simulated annealing
- convergence rate
- np hard
- objective function
- optimal solution
- linear systems
- convex optimization
- duality gap
- constrained optimization
- optimization algorithm
- linear programming
- multi objective
- optimization method
- convex hull
- expectation maximization
- markov random field
- worst case
- dual formulation
- search space