no code implementations • 18 Dec 2019 • Dusan Jakovetic, Dragana Bajovic, Joao Xavier, Jose M. F. Moura
The augmented Lagrangian method (ALM) is a classical optimization tool that solves a given "difficult" (constrained) problem via finding solutions of a sequence of "easier"(often unconstrained) sub-problems with respect to the original (primal) variable, wherein constraints satisfaction is controlled via the so-called dual variables.
Optimization and Control Information Theory Information Theory
