Search Results - subject:"Augmented Lagrangian method"

On the convergence of inexact augmented Lagrangian methods for problems with convex constraints

Galvan, Giulio; Lapucci, Matteo - In: Operations research letters 47 (2019) 3, pp. 185-189

Persistent link: https://www.econbiz.de/10012017641

Sparse recovery via partial regularization : models, theory, and algorithms

Lu, Zhaosong; Li, Xiaorui - In: Mathematics of operations research 43 (2018) 4, pp. 1290-1316

Persistent link: https://www.econbiz.de/10011957061

Using a factored dual in augmented Lagrangian methods for semidefinite programming

De Santis, Marianna; Rendl, Franz; Wiegele, Angelika - In: Operations research letters 46 (2018) 5, pp. 523-528

Persistent link: https://www.econbiz.de/10011936691

An example comparing the standard and safeguarded augmented Lagrangian methods

Kanzow, Christian; Steck, Daniel - In: Operations research letters 45 (2017) 6, pp. 598-603

Persistent link: https://www.econbiz.de/10011782993

A Splitting Augmented Lagrangian Method for Low Multilinear-Rank Tensor Recovery

Yang, Lei; Huang, Zheng-Hai; Li, Yu-Fan - In: Asia-Pacific Journal of Operational Research (APJOR) 32 (2015) 01, pp. 1540008-1

develop a splitting augmented Lagrangian method (SALM) to solve the resulting problem. The proposed algorithm is easily …

Persistent link: https://www.econbiz.de/10011278971

Efficient algorithms for robust and stable principal component pursuit problems

Aybat, Necdet; Goldfarb, Donald; Ma, Shiqian - In: Computational Optimization and Applications 58 (2014) 1, pp. 1-29

The problem of recovering a low-rank matrix from a set of observations corrupted with gross sparse error is known as the robust principal component analysis (RPCA) and has many applications in computer vision, image processing and web data ranking. It has been shown that under certain...

Persistent link: https://www.econbiz.de/10010847445

A smoothing augmented Lagrangian method for solving simple bilevel programs

Xu, Mengwei; Ye, Jane - In: Computational Optimization and Applications 59 (2014) 1, pp. 353-377

optimization problem. The smoothing augmented Lagrangian method is used to solve the combined problem. Numerical experiments show … combined problem is in general a nonsmooth and nonconvex optimization problem. We propose a smoothing augmented Lagrangian … method for solving a general class of nonsmooth and nonconvex constrained optimization problems. We show that, if the …

Persistent link: https://www.econbiz.de/10010937801

The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones

Zhang, Yi; Zhang, Liwei; Wu, Yue - In: TOP: An Official Journal of the Spanish Society of … 22 (2014) 1, pp. 45-79

of the augmented Lagrangian method with an exact solution to the subproblem and prove that the convergence rate of primal … iterates, generated by the augmented Lagrangian method, is proportional to 1/r, and the rate of multiplier iterates is … effectiveness of the augmented Lagrangian method with both an exact solution and an inexact solution to the subproblem for solving …

Persistent link: https://www.econbiz.de/10010995304

A customized proximal point algorithm for convex minimization with linear constraints

He, Bingsheng; Yuan, Xiaoming; Zhang, Wenxing - In: Computational Optimization and Applications 56 (2013) 3, pp. 559-572

easier than those of the augmented Lagrangian method (ALM), a benchmark method for the model under our consideration. The …

Persistent link: https://www.econbiz.de/10010896515

An efficient augmented Lagrangian method with applications to total variation minimization

Li, Chengbo; Yin, Wotao; Jiang, Hong; Zhang, Yin - In: Computational Optimization and Applications 56 (2013) 3, pp. 507-530

Based on the classic augmented Lagrangian multiplier method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth optimization problems (chiefly but not necessarily convex programs) with a particular structure. The algorithm effectively combines an...

Persistent link: https://www.econbiz.de/10010896527