Complexity of Proximal Augmented Lagrangian for Nonconvex Optimization with Nonlinear Equality Constraints
Yue Xie, Stephen J. Wright
Topics & Concepts
MathematicsAugmented Lagrangian methodNonlinear systemOrder (exchange)LagrangianConjugate gradient methodApplied mathematicsTerm (time)CombinatoricsPoint (geometry)Mathematical optimizationGeometryPhysicsFinanceEconomicsQuantum mechanicsSparse and Compressive Sensing TechniquesStochastic Gradient Optimization TechniquesAdvanced Optimization Algorithms Research