The Proximal Augmented Lagrangian Method for Nonsmooth Composite Optimization
نویسندگان
چکیده
منابع مشابه
The proximal augmented Lagrangian method for nonsmooth composite optimization
We study a class of optimization problems in which the objective function is given by the sum of a differentiable but possibly nonconvex component and a nondifferentiable convex regularization term. We introduce an auxiliary variable to separate the objective function components and utilize the Moreau envelope of the regularization term to derive the proximal augmented Lagrangian – a continuous...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2019
ISSN: 0018-9286,1558-2523,2334-3303
DOI: 10.1109/tac.2018.2867589