A New Insight on Augmented Lagrangian Method with Applications in Machine Learning
From MaRDI portal
Recommendations
- Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints
- A new penalty dual-primal augmented Lagrangian method and its extensions
- New augmented Lagrangian-based proximal point algorithm for convex optimization with equality constraints
- Augmented Lagrangian methods for convex matrix optimization problems
- O(1/k^2) convergence rates of (dual-primal) balanced augmented Lagrangian methods for linearly constrained convex programming
Cites work
- A class of ADMM-based algorithms for three-block separable convex programming
- A class of customized proximal point algorithms for linearly constrained convex optimization
- A customized proximal point algorithm for convex minimization with linear constraints
- A dual-primal balanced augmented Lagrangian method for linearly constrained convex programming
- A fast proximal point algorithm for \(\ell_{1}\)-minimization problem in compressed sensing
- A first-order inexact primal-dual algorithm for a class of convex-concave saddle point problems
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A generalized primal-dual algorithm with improved convergence condition for saddle point problems
- A new model for sparse and low-rank matrix decomposition
- A partially proximal S-ADMM for separable convex optimization with linear constraints
- A primal-dual prediction-correction algorithm for saddle point optimization
- An inexact accelerated stochastic ADMM for separable convex optimization
- Convergence revisit on generalized symmetric ADMM
- Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach
- Data-driven science and engineering. Machine learning, dynamical systems, and control
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Generalized symmetric ADMM for separable convex optimization
- Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers
- Latent semantic indexing: A probabilistic analysis
- Multiplier and gradient methods
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- On the convergence of primal-dual hybrid gradient algorithm
- On the convergence properties of alternating direction method of multipliers
- Recovering Low-Rank and Sparse Components of Matrices from Incomplete and Noisy Observations
- Robust principal component analysis?
- Several variants of the primal-dual hybrid gradient algorithm with applications
- Solving saddle point problems: a landscape of primal-dual algorithm with larger stepsizes
- Some continuity properties of polyhedral multifunctions
- Two-step fixed-point proximity algorithms for multi-block separable convex problems
Cited in
(12)- Accelerated primal-dual methods with adaptive parameters for composite convex optimization with linear constraints
- A new penalty dual-primal augmented Lagrangian method and its extensions
- Inertial accelerated augmented Lagrangian algorithms with scaling coefficients to solve exactly and inexactly linearly constrained convex optimization problems
- A half-proximal symmetric splitting method for non-convex separable optimization
- Numerical solution for nonlinear 4D variational data assimilation (4D-Var) via ADMM
- A unified differential equation solver approach for separable convex optimization: splitting, acceleration and nonergodic rate
- Indefinite linearized augmented Lagrangian method for convex programming with linear inequality constraints
- Generalized asymmetric forward-backward-adjoint algorithms for convex-concave saddle-point problem
- Learning-based fast alternating direction method of multipliers for multi-agent path finding using temporary variable-fixing
- A proximal alternating direction method of multipliers with a proximal-perturbed Lagrangian function for nonconvex and nonsmooth structured optimization
- A non-convex robust optimization framework for plant-wide industrial processes: feature-space partitioning and inverse optimization
- A new insight on the prediction-correction framework with applications to several first-order methods
This page was built for publication: A New Insight on Augmented Lagrangian Method with Applications in Machine Learning
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6493955)
