A New Insight on Augmented Lagrangian Method with Applications in Machine Learning
Jianchao Bai, Linyuan Jia, Zheng Peng
Topics & Concepts
Augmented Lagrangian methodSublinear functionMathematicsMathematical optimizationSaddle pointRobust principal component analysisVariational inequalityConvergence (economics)Convex optimizationLagrangian relaxationOptimization problemRegular polygonPrincipal component analysisMathematical analysisGeometryEconomic growthStatisticsEconomicsSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms ResearchOptimization and Variational Analysis