An alternating augmented Lagrangian method for constrained nonconvex optimization
DOI10.1080/10556788.2019.1576177zbMATH Open1441.49030OpenAlexW2911888267MaRDI QIDQ5113713FDOQ5113713
Matteo Lapucci, Tommaso Levato, Marco Sciandrone, Giulio Galvan
Publication date: 16 June 2020
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2019.1576177
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alternating direction method of multipliersdecompositionglobal convergenceaugmented Lagrangianpenalty methodnonconvex objective function
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Decomposition methods (49M27)
Cites Work
- Practical Augmented Lagrangian Methods for Constrained Optimization
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- Convergence Analysis of Alternating Direction Method of Multipliers for a Family of Nonconvex Problems
- Constrained total variation deblurring models and fast algorithms based on alternating direction method of multipliers
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- Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization
- Decomposition method with a variable parameter for a class of monotone variational inequality problems
- An alternating direction algorithm for matrix completion with nonnegative factors
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- Solving regularized linear least-squares problems by the alternating direction method with applications to image restoration
- A splitting method for orthogonality constrained problems
- Comparison of several fast algorithms for projection onto an ellipsoid
- Global convergence of ADMM in nonconvex nonsmooth optimization
- Alternating direction method of multipliers for real and complex polynomial optimization models
- Parallel Algorithms for Constrained Tensor Factorization via Alternating Direction Method of Multipliers
- Large-Scale Convex Optimization for Dense Wireless Cooperative Networks
Cited In (7)
- Inexact penalty decomposition methods for optimization problems with geometric constraints
- Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization
- An Augmented Lagrangian Method for $\ell_{1}$-Regularized Optimization Problems with Orthogonality Constraints
- A nonlinear augmented Lagrangian for constrained minimax problems
- A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
- Relaxed augmented Lagrangian-based proximal point algorithms for convex optimization with linear constraints
- Constrained composite optimization and augmented Lagrangian methods
Uses Software
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