Multiplier and gradient methods

From MaRDI portal

Publication:2532546

Jump to:navigation, search

DOI10.1007/BF00927673zbMath0174.20705WikidataQ90650288 ScholiaQ90650288MaRDI QIDQ2532546

M. R. Hestenes

Publication date: 1969

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Newton's method Lagrange multiplier method of conjugate gradients gradient techniques finding unconstrained minima minimum of a function subject to constraint survey of known methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Newton-type methods (49M15)

Related Items

A new parallel splitting augmented Lagrangian-based method for a Stackelberg game, Differential systems for constrained optimization via a nonlinear augmented Lagrangian, Managing randomization in the multi-block alternating direction method of multipliers for quadratic optimization, Pansharpening image fusion using cross-channel correlation: a framelet-based approach, Modified hybrid decomposition of the augmented Lagrangian method with larger step size for three-block separable convex programming, Higher-degree eigenvalue complementarity problems for tensors, The rate of convergence of proximal method of multipliers for second-order cone optimization problems, On the application of an augmented Lagrangian algorithm to some portfolio problems, On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints, Fundamentals of cone regression, Saddle points theory of two classes of augmented Lagrangians and its applications to generalized semi-infinite programming, Unified theory of augmented Lagrangian methods for constrained global optimization, The split Bregman algorithm applied to PDE-constrained optimization problems with total variation regularization, Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere, An algorithm twisted from generalized ADMM for multi-block separable convex minimization models, On R-linear convergence of semi-monotonic inexact augmented Lagrangians for bound and equality constrained quadratic programming problems with application, A new algorithm for linearly constrained c-convex vector optimization with a supply chain network risk application, A strongly convergent norm-relaxed method of strongly sub-feasible direction for optimization with nonlinear equality and inequality constraints, Nonlinear rescaling as interior quadratic prox method in convex optimization, A dual iterative substructuring method with a penalty term in three dimensions, Augmented penalty algorithms based on BFGS secant approximations and trust regions, Computing equilibria in economies with incomplete markets, collateral and default penalties, Accelerated Bregman method for linearly constrained \(\ell _1-\ell _2\) minimization, A continuous implementation of a second-variation optimal control method for space trajectory problems, Regularization of ill-posed linear equations by the non-stationary augmented Lagrangian method, Convergence analysis of the augmented Lagrangian method for nonlinear second-order cone optimization problems, A fast splitting method tailored for Dantzig selector, Inexact accelerated augmented Lagrangian methods, Unified duality theory for constrained extremum problems. I: Image space analysis, Unified duality theory for constrained extremum problems. II: Special duality schemes, A proximal alternating linearization method for minimizing the sum of two convex functions, Operator splittings, Bregman methods and frame shrinkage in image processing, An unconstrained minimization method for solving low-rank SDP relaxations of the maxcut problem, SpicyMKL: a fast algorithm for multiple kernel learning with thousands of kernels, Split Bregman method for large scale fused Lasso, An implementable augmented Lagrange method for solving fixed point problems with coupled constraints, Augmented Lagrangian and penalty methods for the simulation of two-phase flows interacting with moving solids. Application to hydroplaning flows interacting with real tire tread patterns, Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization, Handling infeasibility in a large-scale nonlinear optimization algorithm, A primal-dual augmented Lagrangian, Outer trust-region method for constrained optimization, A unified primal-dual algorithm framework based on Bregman iteration, New decomposition and convexification algorithm for nonconvex large-scale primal-dual optimization, The augmented Lagrangian method for equality and inequality constraints in Hilbert spaces, The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones, An augmented-Lagrangian method for the phase-field approach for pressurized fractures, Penalty function methods and a duality gap for invex optimization problems, Numerical exact controllability of the 1D heat equation: duality and Carleman weights, The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming, Augmented Lagrangian functions for constrained optimization problems, Low order-value approach for solving var-constrained optimization problems, A topology optimization method based on the level set method incorporating a fictitious interface energy, Augmented Lagrangian applied to convex quadratic problems, Reduced gradient method combined with augmented Lagrangian and barrier for the optimal power flow problem, A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares, An efficient nonconvex regularization for wavelet frame and total variation based image restoration, An adaptive augmented Lagrangian method for large-scale constrained optimization, An augmented Lagrangian method for distributed optimization, Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems, A note on augmented Lagrangian-based parallel splitting method, Stable sequential Kuhn-Tucker theorem in iterative form or a regularized Uzawa algorithm in a regular nonlinear programming problem, An efficient inexact symmetric Gauss-Seidel based majorized ADMM for high-dimensional convex composite conic programming, Augmented Lagrangians with constrained subproblems and convergence to second-order stationary points, Alternating direction method of multipliers for a class of nonconvex bilinear optimization: convergence analysis and applications, An inexact alternating direction method of multipliers with relative error criteria, An alternating direction method for nonnegative solutions of the matrix equation \(AX+YB=C\), Mean field type control with congestion. II: An augmented Lagrangian method, Surface smoothing procedures in computational contact mechanics, Augmented lagrangians in semi-infinite programming, Image restoration using total variation with overlapping group sparsity, An alternating direction algorithm for matrix completion with nonnegative factors, Separation approach for augmented lagrangians in Constrained nonconvex optimization, Saddle points of general augmented Lagrangians for constrained nonconvex optimization, A class of nonlinear Lagrangians for nonconvex second order cone programming, Complementary energy approach to contact problems based on consistent augmented Lagrangian formulation, Addressing the greediness phenomenon in nonlinear programming by means of proximal augmented Lagrangians, An augmented Lagrangian fish swarm based method for global optimization, Decomposition methods for adherence problems in finite elasticity, A class of ADMM-based algorithms for three-block separable convex programming, The generalized proximal point algorithm with step size 2 is not necessarily convergent, The finite element method with continuity constraints for stair-step grids in geoscience, A class of customized proximal point algorithms for linearly constrained convex optimization, Efficient construction of unified continuous and discontinuous Galerkin formulations for the 3D Euler equations, Sparse recovery via differential inclusions, The ranking lasso and its application to sport tournaments, Augmented Lagrangians with possible infeasibility and finite termination for global nonlinear programming, Existence of augmented Lagrange multipliers for cone constrained optimization problems, Customized proximal point algorithms for linearly constrained convex minimization and saddle-point problems: a unified approach, A smoothing augmented Lagrangian method for solving simple bilevel programs, Augmented Lagrangian methods for nonlinear programming with possible infeasibility, Augmented Lagrangians which are quadratic in the multiplier, Two new customized proximal point algorithms without relaxation for linearly constrained convex optimization, Unified value-based feedback, optimization and risk management in complex electric energy systems, Globally convergent decomposition methods for nonconvex optimization problems, Iterative method for constrained and mixed approximation. An inexpensive improvement of F.E.M. performance, Local convergence of an algorithm for solving optimal control problems, The role of the multipliers in the multiplier method, Numerical methods for nonlinear optimal control problems: Application to abnormal problems, Convergence results of an augmented Lagrangian method using the exponential penalty function, Hyperspectral unmixing by the alternating direction method of multipliers, Data parallel computing for network-structured optimization problems, Stability, convergence, and sensitivity analysis of the FBLM and the corresponding FEM, Linearized alternating direction method of multipliers for sparse group and fused Lasso models, A note on exploiting structure when using slack variables, Dual techniques for constrained optimization, Hybrid discretization methods with adaptive yield surface detection for Bingham pipe flows, OPTIMASS: a package for the minimization of kinematic mass functions with constraints, Zero duality gap for a class of nonconvex optimization problems, Alternating direction method for generalized Sylvester matrix equation \(AXB + CYD = E\), A parameter-free multiplier method for constrained minimization problems, Interior-point methods: An old and new approach to nonlinear programming, Recent developments in constrained optimization, Local saddle points and convexification for nonconvex optimization problems, Instantaneous voiced/non-voiced detection in speech signals based on variational mode decomposition, Long-term dissipativity of time-stepping algorithms for an abstract evolution equation with applications to the incompressible MHD and Navier-Stokes equations, Alternating direction method of multipliers for separable convex optimization of real functions in complex variables, Projection-based stabilization of interface Lagrange multipliers in immersogeometric fluid-thin structure interaction analysis, with application to heart valve modeling, Image space analysis to Lagrange-type duality for constrained vector optimization problems with applications, Constrained extremum problems, regularity conditions and image space analysis. II: The vector finite-dimensional case, A partially isochronous splitting algorithm for three-block separable convex minimization problems, Implementing proximal point methods for linear programming, Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization, A differential game approach to the dynamic mixed behavior traffic network equilibrium problem, Existence of augmented Lagrange multipliers: reduction to exact penalty functions and localization principle, An alternating direction and projection algorithm for structure-enforced matrix factorization, A globally convergent, implementable multiplier method with automatic penalty limitation, Optimal control of a rotary crane, An LQP-based two-step method for structured variational inequalities, Duality methods for solving variational inequalities, Two-dimensional compact variational mode decomposition, A comparative study between the augmented Lagrangian method and the complementarity approach for modeling the contact problem, Optimal control of container cranes, Preconditioned ADMM for a class of bilinear programming problems, Real-time pricing for demand response in smart grid based on alternating direction method of multipliers, Second-order multiplier iteration based on a class of nonlinear Lagrangians, An example comparing the standard and safeguarded augmented Lagrangian methods, Approximate scenario solutions in the progressive hedging algorithm. A numerical study with an application to fisheries management, On Glowinski's open question on the alternating direction method of multipliers, Optimality tests for partitioning and sectional search algorithms, Deblurring Poisson noisy images by total variation with overlapping group sparsity, Global convergence of ADMM in nonconvex nonsmooth optimization, Partitioned quasi-Newton methods for nonlinear equality constrained optimization, Modified barrier functions (theory and methods), A generalized alternating direction method of multipliers with semi-proximal terms for convex composite conic programming, On the optimal linear convergence rate of a generalized proximal point algorithm, Two proximal splitting methods for multi-block separable programming with applications to stable principal component pursuit, A mixed formulation for frictional contact problems prone to Newton like solution methods, On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators, Generalized symmetric ADMM for separable convex optimization, Efficient solution of quadratically constrained quadratic subproblems within the mesh adaptive direct search algorithm, Quasi-incompressible finite elasticity in principal stretches. Continuum basis and numerical algorithms, A primal-dual proximal point algorithm for constrained convex programs, An implementation of Newton-like methods on nonlinearly constrained networks, The role of stochastic programming in communication network design, A relaxed approximate proximal point algorithm, Multiplier methods: A survey, On the global stabilization of locally convergent algorithms, On a characterization of convergence for the Hestenes method of multipliers, Diagonalized multiplier methods and quasi-Newton methods for constrained optimization, Approximation procedures based on the method of multipliers, Minimization methods with constraints, A dual algorithm for the solution of nonlinear variational problems via finite element approximation, Accelerated conjugate direction methods for unconstrained optimization, A new augmented Lagrangian method for equality constrained optimization with simple unconstrained subproblem, Proximal algorithms in statistics and machine learning, A second-order method for the general nonlinear programming problem, A second-order method for unconstrained optimization, Local convergence of the diagonalized method of multipliers, On the convergence rate for a penalty function method of exponential type, Quasi-Newton acceleration for equality-constrained minimization, A combination of penalty function and multiplier methods for solving optimal control problems, An immersogeometric variational framework for fluid-structure interaction: application to bioprosthetic heart valves, On the accuracy and existence of solutions to primitive variable models of viscous incompressible fluids, The global convergence of augmented Lagrangian methods based on NCP function in constrained nonconvex optimization, A geometric method in nonlinear programming, Properties of updating methods for the multipliers in augmented Lagrangians, Value-estimation function method for constrained global optimization, Convergence of the augmented Lagrangian method for nonlinear optimization problems over second-order cones, Properties of saddle points for generalized augmented Lagrangian, A dual iterative substructuring method with a penalty term, Log-sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones, Duality and penalization in optimization via an augmented Lagrangian function with applications, On non-smooth dynamics, A penalty optimization technique for a class of regulator problems. III, Augmented Lagrangian method for constraining the shape of velocity profiles at outlet boundaries for three-dimensional finite element simulations of blood flow, A variable-penalty alternating directions method for convex optimization, A dual optimization procedure for linear quadratic robust control problems, A complementary energy formulation of no tension masonry-like solids, Convergence and duality for the multiplier and penalty methods, An appreciation of Professor M. R. Hestenes, Local analysis of a new multipliers method, On the first-order estimation of multipliers from Kuhn-Tucker systems, Study of model coexistence using a statistical approach, A primal-dual Newton-type algorithm for geometric programs with equality constraints, Weight minimisation of displacement-constrained truss structures using a strain energy criterion, In memory of Magnus R. Hestenes, Augmented Lagrangian algorithms for linear programming, Epsilon-Ritz method for solving optimal control problems: Useful parallel solution method, Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints, Analysis and implementation of a dual algorithm for constrained optimization, Fast projected gradient method for support vector machines, On a cross-diffusion model for multiple species with nonlocal interaction and size exclusion, Existence of augmented Lagrange multipliers for semi-infinite programming problems, Dual coordinate ascent methods for non-strictly convex minimization, A class of augmented Lagrangians for equality constraints in nonlinear programming problems, A nonlinear Lagrangian based on Fischer-Burmeister NCP function, Efficient and stable exponential time differencing Runge-Kutta methods for phase field elastic bending energy models, An inexact restoration strategy for the globalization of the sSQP method, The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems, Dynamic penalty function method for the side constrained traffic assignment problem, Second-order negative-curvature methods for box-constrained and general constrained optimization, An efficient augmented Lagrangian method with applications to total variation minimization, A customized proximal point algorithm for convex minimization with linear constraints, Decomposition Methods Based on Augmented Lagrangians: A Survey, Inner solvers for interior point methods for large scale nonlinear programming, A survey on dual decomposition methods, On the convergence of the direct extension of ADMM for three-block separable convex minimization models with one strongly convex function, Global saddle points of nonlinear augmented Lagrangian functions, Compressed sensing based on trust region method, On the proximal Jacobian decomposition of ALM for multiple-block separable convex minimization problems and its relationship to ADMM, Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method, LAVIR -- locally adaptive variational image registration, A subspace version of the Wang-Yuan augmented Lagrangian-trust region method for equality constrained optimization, On a heuristic stopping rule for the regularization of inverse problems by the augmented Lagrangian method, An accelerated augmented Lagrangian method for linearly constrained convex programming with the rate of convergence \(O\left({1/{k^2}} \right)\), An augmented Lagrangian trust region method for equality constrained optimization, An alternating direction method for total variation denoising, Separable approximations and decomposition methods for the augmented Lagrangian, An accelerated proximal augmented Lagrangian method and its application in compressive sensing, A generalized inexact Uzawa method for stable principal component pursuit problem with nonnegative constraints, Physics and equality constrained artificial neural networks: application to forward and inverse problems with multi-fidelity data fusion, A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems, Sparse wavelet estimation in quantile regression with multiple functional predictors, A graph Laplacian prior for Bayesian variable selection and grouping, An augmented Lagrangian technique combined with a mortar algorithm for modelling mechanical contact problems, PAL-Hom method for QP and an application to LP, On relaxation of some customized proximal point algorithms for convex minimization: from variational inequality perspective, Kolmogorov n-width and Lagrangian physics-informed neural networks: a causality-conforming manifold for convection-dominated PDEs, An augmented Lagrangian method for equality constrained optimization with rapid infeasibility detection capabilities, Augmented Lagrangian method with alternating constraints for nonlinear optimization problems, Block-wise ADMM with a relaxation factor for multiple-block convex programming, The Legendre Transformation in Modern Optimization, Perturbed proximal primal-dual algorithm for nonconvex nonsmooth optimization, Distributed optimal control of nonlinear systems using a second-order augmented Lagrangian method, A unified and tight linear convergence analysis of the relaxed proximal point algorithm, A hybrid alternating minimization algorithm for structured convex optimization problems with application in Poissonian image processing, A penalized nonlinear ADMM algorithm applied to the multi-constrained traffic assignment problem, Simulation of unilateral constrained systems with many bodies, Accelerated Uzawa methods for convex optimization, Some results on augmented Lagrangians in constrained global optimization via image space analysis, A two-level distributed algorithm for nonconvex constrained optimization, An efficient augmented Lagrangian method with semismooth Newton solver for total generalized variation, Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints, A dual-primal balanced augmented Lagrangian method for linearly constrained convex programming, Analysis on a superlinearly convergent augmented Lagrangian method, A proximal point algorithm revisit on the alternating direction method of multipliers, A customized Douglas-Rachford splitting algorithm for separable convex minimization with linear constraints, On R-linear convergence of semi-monotonic inexact augmented Lagrangians for saddle point problems, Properties and methods for finding the best rank-one approximation to higher-order tensors, Augmented Lagrangian homotopy method for the regularization of total variation denoising problems, An optimal algorithm for a class of equality constrained quadratic programming problems with bounded spectrum, Numerical aspects of non-smooth multibody dynamics, Structured minimal-memory inexact quasi-Newton method and secant preconditioners for augmented Lagrangian optimization, 1.5-\(Q\)-superlinear convergence of an exterior-point method for constrained optimization, Numerical comparison of augmented Lagrangian algorithms for nonconvex problems, INEXACT VERSIONS OF PROXIMAL POINT AND AUGMENTED LAGRANGIAN ALGORITHMS IN BANACH SPACES, Modified approximate proximal point algorithms for finding roots of maximal monotone operators, An augmented Lagrangian approach to material discontinuities in meshless methods, Nonstationary iterated Tikhonov regularization in Banach spaces with uniformly convex penalty terms, A nonlinear Lagrangian for constrained optimization problems, Applying genetic algorithms for solving nonlinear algebraic equations, Computational Approaches to Max-Cut, Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption, An augmented Lagrangian ant colony based method for constrained optimization, Generalized alternating direction method of multipliers: new theoretical insights and applications, An Augmented Lagrangian Based Algorithm for Distributed NonConvex Optimization, Lagrange optimality system for a class of nonsmooth convex optimization, Adaptive augmented Lagrangian methods: algorithms and practical numerical experience, A coordinate descent homotopy method for linearly constrained nonsmooth convex minimization, Quantitative Photoacoustic Tomography, A sequential updating scheme of the Lagrange multiplier for separable convex programming, An augmented Lagrangian decomposition method for block diagonal linear programming problems, Dual regularization in non-linear inverse scattering problems, An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem, The multiplier method of Hestenes and Powell applied to convex programming, An alternating direction-based contraction method for linearly constrained separable convex programming problems, A modified Newton method for constrained estimation in covariance structure analysis, On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming, A primal-proximal heuristic applied to the French unit-commitment problem, Decomposition for structured convex programs with smooth multiplier methods, An accelerated augmented Lagrangian method for multi-criteria optimization problem, Quartic formulation of standard quadratic optimization problems, Lagrangian transformation and interior ellipsoid methods in convex optimization, Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it, Semidefinite inverse eigenvalue problems with prescribed entries and partial eigendata, Augmented Lagrangian duality for composite optimization problems, A convergence analysis of a nonlinear Lagrange algorithm for general nonlinear constrained optimization problems, Optimality properties of an augmented Lagrangian method on infeasible problems, Efficient global minimization methods for image segmentation models with four regions, Alternating direction method for the high-order total variation-based Poisson noise removal problem, A primal-dual algorithm for risk minimization, A survey on some recent developments of alternating direction method of multipliers, On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming, On the best achievable quality of limit points of augmented Lagrangian schemes, A dynamic alternating direction of multipliers for nonconvex minimization with nonlinear functional equality constraints, Perturbed augmented Lagrangian method framework with applications to proximal and smoothed variants, Moreau envelope augmented Lagrangian method for nonconvex optimization with linear constraints, A parallel algorithm for constrained optimization problems, Augmented Lagrangian nonlinear programming algorithm that uses SQP and trust region techniques, The developments of proximal point algorithms, Augmented Lagrangian methods for convex matrix optimization problems, An investigation on semismooth Newton based augmented Lagrangian method for image restoration, The \(p\)-Lagrangian relaxation for separable nonconvex MIQCQP problems, Unconditional stability and long-term behavior of transient algorithms for the incompressible Navier-Stokes and Euler equations, On the formulation and theory of the Newton interior-point method for nonlinear programming, Convergence analysis of positive-indefinite proximal ADMM with a Glowinski's relaxation factor, An augmented Lagrangian based semismooth Newton method for a class of bilinear programming problems, Saddle point and exact penalty representation for generalized proximal Lagrangians, On invariance and linear convergence of evolution strategies with augmented Lagrangian constraint handling, A genetic algorithm based augmented Lagrangian method for constrained optimization, tSSNALM: a fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA, A hybrid differential dynamic programming algorithm for constrained optimal control problems. I: Theory, On the cost of solving augmented Lagrangian subproblems, The rate of convergence of proximal method of multipliers for equality constrained optimization problems, Efficient iterative solution of finite element discretized nonsmooth minimization problems, Error forgetting of Bregman iteration, Accelerated linearized Bregman method, An efficient algorithm for \(\ell_{0}\) minimization in wavelet frame based image restoration, Convergence study on the proximal alternating direction method with larger step size, An ADM-based splitting method for separable convex programming, Bregman operator splitting with variable stepsize for total variation image reconstruction, A Gauss-Newton approach for solving constrained optimization problems using differentiable exact penalties, Global minimization using an augmented Lagrangian method with variable lower-level constraints, An overlapping domain decomposition framework without dual formulation for variational imaging problems, Open-source immersogeometric analysis of fluid-structure interaction using FEniCS and tIGAr, On the equivalence of inexact proximal ALM and ADMM for a class of convex composite programming, Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming, An adaptive primal-dual framework for nonsmooth convex minimization, Variationally derived 3-field finite element formulations for quasistatic poroelastic analysis of hydrated biological tissues, A linearized Peaceman-Rachford splitting method for structured convex optimization with application to stable principal component pursuit, Large deformation frictional contact mechanics: Continuum formulation and augmented Lagrangian treatment, Generalized Peaceman-Rachford splitting method with substitution for convex programming, COSMO: a conic operator splitting method for convex conic problems, Multi-block nonconvex nonsmooth proximal ADMM: convergence and rates under Kurdyka-Łojasiewicz property, A review of nonlinear FFT-based computational homogenization methods, Accelerated proximal point method for maximally monotone operators, A multi-parameter parallel ADMM for multi-block linearly constrained separable convex optimization, Local linear convergence of an ADMM-type splitting framework for equality constrained optimization, Three-dimensional topology optimization of a fluid-structure system using body-fitted mesh adaption based on the level-set method, A generalized matrix Krylov subspace method for TV regularization, Differential equation method based on approximate augmented Lagrangian for nonlinear programming, The exponentiated Hencky energy: anisotropic extension and case studies, An augmented Lagrangian method for the optimal \(H_\infty\) model order reduction problem, An active-set algorithm and a trust-region approach in constrained minimax problem, Advanced algorithms for penalized quantile and composite quantile regression, Complexity of proximal augmented Lagrangian for nonconvex optimization with nonlinear equality constraints, Efficient alternating minimization methods for variational edge-weighted colorization models, A simple and feasible method for a class of large-scale \(l^1\)-problems, A simple and efficient algorithm for fused lasso signal approximator with convex loss function, Newton-type methods: a broader view, Nonsymmetric proximal point algorithm with moving proximal centers for variational inequalities: convergence analysis, On the combination of the multiplier method of Hestenes and Powell with Newton's method, A computational approach to the maximum principle, A general self-adaptive relaxed-PPA method for convex programming with linear constraints, MSSOR-based alternating direction method for symmetric positive-definite linear complementarity problems, A faster generalized ADMM-based algorithm using a sequential updating scheme with relaxed step sizes for multiple-block linearly constrained separable convex programming, On the finite element solution of frictionless contact problems using an exact penalty approach, A prediction-correction-based primal-dual hybrid gradient method for linearly constrained convex minimization, Alternating direction method for covariance selection models, Convergence study on strictly contractive peaceman-Rachford splitting method for nonseparable convex minimization models with quadratic coupling terms, Layer-wise pre-training low-rank NMF model for mammogram-based breast tumor classification, An interior point-proximal method of multipliers for convex quadratic programming, Iteration complexity analysis of a partial LQP-based alternating direction method of multipliers, An accelerated augmented Lagrangian algorithm with adaptive orthogonalization strategy for bound and equality constrained quadratic programming and its application to large-scale contact problems of elasticity, A study on distributed optimization over large-scale networked systems, Fast half-quadratic algorithm for image restoration and reconstruction, Double fused Lasso regularized regression with both matrix and vector valued predictors, An approximate augmented Lagrangian method for nonnegative low-rank matrix approximation, A parallel splitting ALM-based algorithm for separable convex programming, An ADMM-based location-allocation algorithm for nonconvex constrained multi-source Weber problem under gauge, An engineering tool to estimate eigenstresses in three-dimensional patient-specific arteries, An ADMM numerical approach to linear parabolic state constrained optimal control problems, Immersogeometric cardiovascular fluid-structure interaction analysis with divergence-conforming B-splines, A proximal point algorithm with asymmetric linear term, A parallelized variable fixing process for solving multistage stochastic programs with progressive hedging, Convergence of a class of stationary iterative methods for saddle point problems, Augmented Lagrangian method for second-order cone programs under second-order sufficiency, Model averaging for linear mixed models via augmented Lagrangian, On the optimal proximal parameter of an ADMM-like splitting method for separable convex programming, Augmented Lagrangian algorithms for solving the continuous nonlinear resource allocation problem, Convergence of an augmented Lagrange algorithm for nonlinear optimizations with second-order cone constraints, Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming, Block preconditioners for linear systems in interior point methods for convex constrained optimization, Convergence results of two-step inertial proximal point algorithm, Unified convergence analysis of a second-order method of multipliers for nonlinear conic programming, A relaxed parameter condition for the primal-dual hybrid gradient method for saddle-point problem, A method for extracting nonlinear structure based on measures of dependence, On convergence of the Arrow-Hurwicz method for saddle point problems, An inexact ADMM with proximal-indefinite term and larger stepsize, A tensor regularized nuclear norm method for image and video completion, A characterization of the optimal set of linear programs based on the augmented lagrangian, A General Inertial Proximal Point Algorithm for Mixed Variational Inequality Problem, Generalized Nash Equilibrium Problems with Partial Differential Operators: Theory, Algorithms, and Risk Aversion, Safeguarded Augmented Lagrangian Methods in Banach Spaces, Inertial Proximal ADMM for Linearly Constrained Separable Convex Optimization, On Full Jacobian Decomposition of the Augmented Lagrangian Method for Separable Convex Programming, MULTISYMPLECTIC VARIATIONAL INTEGRATORS FOR NONSMOOTH LAGRANGIAN CONTINUUM MECHANICS, A class of smooth exact penalty function methods for optimization problems with orthogonality constraints, A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results, Convergence Study on the Symmetric Version of ADMM with Larger Step Sizes, Faster Lagrangian-Based Methods in Convex Optimization, A Nonlinear Lagrange Algorithm for Minimax Problems with General Constraints, Bregman iterative algorithms for 2D geosounding inversion, An augmented Lagrangian based parallel splitting method for separable convex minimization with applications to image processing, An Image Registration Model in Electron Backscatter Diffraction, Unnamed Item, A Proximal Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming with Applications to Imaging, Unnamed Item, The improved noise reduction method for the vibration signal based on variational mode decomposition, The Unified Frame of Alternating Direction Method of Multipliers for Three Classes of Matrix Equations Arising in Control Theory, Hierarchical optimal control of urban traffic networks, On the convergence of a generalized Reduced gradient algorithm for nonlinear programming problems, A proximal augmented Lagrangian method for equilibrium problems, Wavelet-based LASSO in functional linear quantile regression, Unnamed Item, The ‘Idiot’ crash quadratic penalty algorithm for linear programming and its application to linearizations of quadratic assignment problems, Alternating direction methods for solving a class of Sylvester-like matrix equations, Proximal Methods for Stationary Mean Field Games with Local Couplings, A CLASS OF NONLINEAR LAGRANGIANS: THEORY AND ALGORITHM, Towards analytical model optimization in atmospheric tomography, On the convergence rate of the augmented Lagrangian-based parallel splitting method, Improving ultimate convergence of an augmented Lagrangian method, An alternating direction method of multipliers with a worst-case $O(1/n^2)$ convergence rate, Error estimates for projection-based dynamic augmented Lagrangian boundary condition enforcement, with application to fluid–structure interaction, A sharp augmented Lagrangian-based method in constrained non-convex optimization, An exact penalty-Lagrangian approach for large-scale nonlinear programming, Tight Sublinear Convergence Rate of the Proximal Point Algorithm for Maximal Monotone Inclusion Problems, Implementing a Smooth Exact Penalty Function for Equality-Constrained Nonlinear Optimization, The Linear and Asymptotically Superlinear Convergence Rates of the Augmented Lagrangian Method with a Practical Relative Error Criterion, An exact penalty approach for solving a class of minimization problems with boolean variables, A general system for heuristic minimization of convex functions over non-convex sets, Alternating Direction Method for a Class of Sylvester Matrix Equations with Linear Matrix Inequality Constraint, The first open channel for yield-stress fluids in porous media, Combining Progressive Hedging with a Frank--Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming, On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces, A resolução do problema de despacho ótimo de reativos pelo método da função lagrangiana-barreira relaxada, Accelerated method for optimization over density matrices in quantum state estimation, Extension of dual coordination to a class of non-linear systems, Biased penalty function algorithms for optimal control problems with terminal restraints, Linearized augmented Lagrangian and alternating direction methods for nuclear norm minimization, Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems, The Sequential Quadratic Programming Method, Formulation and comparison of algorithms for frictional contact problems, Nonlinear rescaling Lagrangians for nonconvex semidefinite programming, Multilevel least-change Newton-like methods for equality constrained optimization problems, A quadratically convergent primal-dual algorithm with global convergence properties for solving optimization problems with equality constraints, Feasible directions algorithms for optimization problems with equality and inequality constraints, Two-stage stochastic optimization for optimal power flow under renewable generation uncertainty, A numerical study of multiplier methods for constrained parameter optimization, Acceleration of the leastpth algorithm for minimax optimization with engineering applications, Optimization of electrical circuits, A multiplier method with automatic limitation of penalty growth, A hierarchical approach to state space constrained optimization problems, Unnamed Item, Augmented Lagrangian methods for variational inequality problems, On direct elimination methods for solving the equality constrained least squares problem, Nonlinear leastpth optimization and nonlinear programming, Heuristic rule for non-stationary iterated Tikhonov regularization in Banach spaces, Convergence of the linearized Bregman iteration for ℓ₁-norm minimization, ON THE CONVERGENCE RATE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS IN A COMPLEX DOMAIN, Accelerated convergence for the Powell/Hestenes multiplier method, Convergence Properties of a Second Order Augmented Lagrangian Method for Mathematical Programs with Complementarity Constraints, Algorithms for nonlinear constraints that use lagrangian functions, Semi-monotonic inexact augmented Lagrangians for quadratic programing with equality constraints, Modeling and Optimal Control of an Octopus Tentacle, On the Convergence of a Regularization Scheme for Approximating Cavitation Solutions with Prescribed Cavity Volume, On coordination strategies for the interaction prediction principle using gradient and multiplier methods, Nonconvex Lagrangian-Based Optimization: Monitoring Schemes and Global Convergence, On the Nonergodic Convergence Rate of an Inexact Augmented Lagrangian Framework for Composite Convex Programming, The rate of convergence of proximal method of multipliers for nonlinear semidefinite programming, Unnamed Item, Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations, A partial PPA block-wise ADMM for multi-block linearly constrained separable convex optimization, Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization, Alternating method based on framelet l₀-norm and TV regularization for image restoration, Further study on a class of augmented Lagrangians of Di Pillo and Grippo in nonlinear programming, One method of solving the convex programming problem, An alternate minimization method beyond positive definite proximal regularization: convergence and complexity, A Shape Optimization Approach to the Problem of Covering a Two-Dimensional Region with Minimum-Radius Identical Balls, First- and Second-Order Epi-Differentiability in Nonlinear Programming, An ADMM-Newton-CNN numerical approach to a TV model for identifying discontinuous diffusion coefficients in elliptic equations: convex case with gradient observations, A Nonlinear Optimal Control Minimization Technique, Funciones penalidad y lagrangianos aumentados, The indefinite proximal point algorithms for maximal monotone operators, Adaptive Douglas--Rachford Splitting Algorithm from a Yosida Approximation Standpoint, The decomposition optimization of complex systems, Inverse, Shifted Inverse, and Rayleigh Quotient Iteration as Newton's Method, A numerical study of multiplier methods for constrained parameter optimization, Applications of the method of partial inverses to convex programming: Decomposition, A dual approach to solving nonlinear programming problems by unconstrained optimization, Reducing the Complexity of Two Classes of Optimization Problems by Inexact Accelerated Proximal Gradient Method, ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints, A rank-two relaxed parallel splitting version of the augmented Lagrangian method with step size in (0,2) for separable convex programming, A constraint-space conjugate gradient method for function minimization and optimal control problems†, Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming, An Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational Inequalities, A golden ratio proximal alternating direction method of multipliers for separable convex optimization, Efficient learning rate adaptation based on hierarchical optimization approach, An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints, Flexible multi-view semi-supervised learning with unified graph, Optimal control under nonconvexity: A generalized Hamiltonian approach, A shape optimization algorithm based on directional derivatives for three‐dimensional contact problems, A proximal fully parallel splitting method with a relaxation factor for separable convex programming, A variable projection method for large-scale inverse problems with \(\ell^1\) regularization, Transformed primal-dual methods for nonlinear saddle point systems, Integrating train service route design with passenger flow allocation for an urban rail transit line, Study on convex optimization with least constraint violation under a general measure, On the weak second-order optimality condition for nonlinear semidefinite and second-order cone programming, A Bregman-style partially symmetric alternating direction method of multipliers for nonconvex multi-block optimization, Generalized damped Newton algorithms in nonsmooth optimization via second-order subdifferentials, The augmented Lagrangian method can approximately solve convex optimization with least constraint violation, YAM2: yet another library for the \(M_2\) variables using sequential quadratic programming, Constrained composite optimization and augmented Lagrangian methods, A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees, Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization, An \(l_0\)-norm based color image deblurring model under mixed random-valued impulse and Gaussian noise, A linear algebra perspective on the random multi-block ADMM: the QP case, A revisit of Chen-Teboulle's proximal-based decomposition method, Approximate customized proximal point algorithms for separable convex optimization, An extended linearized alternating direction method of multipliers for fused-Lasso penalized linear regression, Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming, Proximal stabilized interior point methods and \textit{low-frequency-update} preconditioning techniques, Efficient Global Optimization of Two-Layer ReLU Networks: Quadratic-Time Algorithms and Adversarial Training, PCA Sparsified, Local convergence analysis of augmented Lagrangian method for nonlinear semidefinite programming, Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization, Generalizations of the proximal method of multipliers in convex optimization, A relaxed proximal ADMM method for block separable convex programming, Dislocation hyperbolic augmented Lagrangian algorithm for nonconvex optimization, Strongly convergent inertial proximal point algorithm without on-line rule, An overview of nonlinear optimization, Unnamed Item, A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds, Linearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem, Study of variational inequality and equality formulations for elastostatic frictional contact problems, Median filtering‐based methods for static background extraction from surveillance video, An introduction to continuous optimization for imaging, Alternating Direction Method of Multipliers for Linear Inverse Problems, On second-order optimality conditions for nonlinear programming, On using exterior penalty approaches for solving linear programming problems, Space-decomposition multiplier method for constrained minimization problems, Local convergence of an augmented Lagrangian method for matrix inequality constrained programming, A new accuracy criterion for approximate proximal point algorithms, An augmented Lagrangian element-free (ALEF) approach for crack discontinuities., The direct extension of ADMM for multi-block convex minimization problems is not necessarily convergent, Iteration-complexity of first-order augmented Lagrangian methods for convex programming, A partially parallel splitting method for multiple-block separable convex programming with applications to robust PCA, A distributed Douglas-Rachford splitting method for multi-block convex minimization problems, Computing over Unreliable Communication Networks, An Inexact Uzawa Algorithmic Framework for Nonlinear Saddle Point Problems with Applications to Elliptic Optimal Control Problem, A Splitting Augmented Lagrangian Method for Low Multilinear-Rank Tensor Recovery, A Krylov Subspace Method for Large-Scale Second-Order Cone Linear Complementarity Problem, Zero duality and saddle points of a class of augmented Lagrangian functions in constrained non-convex optimization, An Accelerated Linearized Alternating Direction Method of Multipliers, A Convergent 3-Block SemiProximal Alternating Direction Method of Multipliers for Conic Programming with 4-Type Constraints, Augmented Lagrangian Method for Optimal Control Problems, Complexity and performance of an Augmented Lagrangian algorithm, The rate of convergence of proximal method of multipliers for nonlinear programming, The linearized alternating direction method of multipliers for low-rank and fused LASSO matrix regression model, On Alternating Direction Methods of Multipliers: A Historical Perspective, Application of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond, The Rate of Convergence of a NLM Based on F–B NCP for Constrained Optimization Problems Without Strict Complementarity, A class of nonlinear proximal point algorithms for variational inequality problems, On Optimality Conditions for Nonlinear Conic Programming, A proximal partially parallel splitting method for separable convex programs, An Error-Oriented Newton/Inexact Augmented Lagrangian Approach for Fully Monolithic Phase-Field Fracture Propagation, A novel augmented Lagrangian method of multipliers for optimization with general inequality constraints

Cites Work

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:2532546&oldid=15263206"