Results 91 to 100 of about 41,026 (224)
Balanced Augmented Lagrangian Method for Convex Programming
We consider the convex minimization model with both linear equality and inequality constraints, and reshape the classic augmented Lagrangian method (ALM) by balancing its subproblems. As a result, one of its subproblems decouples the objective function and the coefficient matrix without any extra condition, and the other subproblem becomes a positive ...
He, Bingsheng, Yuan, Xiaoming
openaire +2 more sources
A new family of models with generalized orientation in data envelopment analysis
Abstract In the framework of data envelopment analysis, we review directional models and show that they are inadequate when inputs and outputs are improved simultaneously under constant returns to scale. Conversely, we introduce a new family of quadratically constrained models with generalized orientation and demonstrate that these models overcome this
Vicente J. Bolós +2 more
wiley +1 more source
Abstract We propose the novel p‐branch‐and‐bound method for solving two‐stage stochastic programming problems whose deterministic equivalents are represented by non‐convex mixed‐integer quadratically constrained quadratic programming (MIQCQP) models. The precision of the solution generated by the p‐branch‐and‐bound method can be arbitrarily adjusted by
Nikita Belyak, Fabricio Oliveira
wiley +1 more source
We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a standard source ...
Aubin J P +17 more
core +1 more source
An Exact Method for Reliable Shortest Path Problems With Correlation
ABSTRACT Shortest path problems often arise in contexts where travel times are uncertain. In these settings, reliable paths are often valued more than paths with lower expected travel times. This has led to several variants of reliable shortest path problems (RSPP) that handle travel time reliability differently. We propose an algorithmic framework for
Esteban Leiva +3 more
wiley +1 more source
A First-order Augmented Lagrangian Method for Compressed Sensing
We propose a first-order augmented Lagrangian algorithm (FAL) for solving the basis pursuit problem. FAL computes a solution to this problem by inexactly solving a sequence of L1-regularized least squares sub-problems. These sub-problems are solved using
Aybat, Necdet Serhat, Iyengar, Garud
core +2 more sources
An augmented lagrangian method for sparse SAR imaging [PDF]
In this paper, we present a solution to the constrained l1-norm minimization problem for sparse SAR imaging. The technique we present relies on recent advances in the solution of optimization problems, based on Augmented Lagrangian Methods (ALMs), namely
Cetin, Mujdat +3 more
core
Stabilized Finite Elements for Incompressible, Stationary Navier–Stokes Flows on Manifolds
ABSTRACT A surface finite element method with residual‐based stabilization for stationary Navier–Stokes flows on curved manifolds is introduced. The mixed formulation in stress‐divergence form leads to a system of equations that has a saddle‐point structure.
Michael Wolfgang Kaiser +1 more
wiley +1 more source
Fast Augmented Lagrangian Method in the convex regime with convergence guarantees for the iterates. [PDF]
Boţ RI, Csetnek ER, Nguyen DK.
europepmc +1 more source
Second‐Order Optimality Conditions in a New Lagrangian Formulation for Optimal Control Problems
ABSTRACT It has been shown recently that optimal control problems with the dynamical constraint given by second‐order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on the variational approach.
Michael Konopik +4 more
wiley +1 more source

