Moreau Envelope Augmented Lagrangian Method for Nonconvex Optimization with Linear Constraints
Jinshan Zeng, Wotao Yin, Ding‐Xuan Zhou
Topics & Concepts
Augmented Lagrangian methodMathematicsSmoothnessConvexityApplied mathematicsConvergence (economics)Mathematical optimizationDivergence (linguistics)Envelope (radar)Stationary pointRate of convergenceSequence (biology)Mathematical analysisComputer scienceKey (lock)LinguisticsRadarComputer securityBiologyGeneticsEconomicsPhilosophyTelecommunicationsEconomic growthFinancial economicsSparse and Compressive Sensing TechniquesAdvanced Optimization Algorithms ResearchOptimization and Variational Analysis