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A NOVEL AUGMENTED LAGRANGIAN METHOD OF MULTIPLIERS FOR OPTIMIZATION WITH GENERAL INEQUALITY CONSTRAINTS
期刊论文
MATHEMATICS OF COMPUTATION, 2022, 页码: 30
作者:
Liu, Xin-Wei
;
Dai, Yu-Hong
;
Huang, Ya-Kui
;
Sun, Jie
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浏览/下载:15/0
  |  
提交时间:2023/02/07
Nonlinear programming
inequality-constrained optimization
augmented Lagrangian method of multipliers
strong global convergence
local convergence
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
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浏览/下载:7/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds
期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 61
作者:
Zhou, Yuhao
;
Bao, Chenglong
;
Ding, Chao
;
Zhu, Jun
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  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Nonsmooth manifold optimization
Semismooth Newton method
Augmented Lagrangian method
Riemannian manifold
The augmented lagrangian method can approximately solve convex optimization with least constraint violation
期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 35
作者:
Dai, Yu-Hong
;
Zhang, Liwei
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  |  
浏览/下载:5/0
  |  
提交时间:2023/02/07
Convex optimization
Least constraint violation
Augmented Lagrangian method
Shifted problem
Optimal value mapping
Solution mapping
Dual function
Conjugate dual
Study on convex optimization with least constraint violation under a general measure
期刊论文
OPTIMIZATION, 2022, 页码: 32
作者:
Dai, Yu-Hong
;
Zhang, Liwei
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浏览/下载:3/0
  |  
提交时间:2023/02/07
Convex optimization
measure function
least constraint violation
augmented Lagrangian method
shifted problem
An Uzawa-type augmented Lagrangian numerical manifold method for frictional discontinuities in rock masses
期刊论文
INTERNATIONAL JOURNAL OF ROCK MECHANICS AND MINING SCIENCES, 2021, 卷号: 148, 页码: 18
作者:
Yang, Yongtao
;
Wu, Wenan
;
Zheng, Hong
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浏览/下载:33/0
  |  
提交时间:2022/01/05
Numerical manifold method
Rock masses
Augmented Lagrange method
Stick-slip condition
Frictional discontinuities
A constrained transport divergence-free finite element method for incompressible MHD equations
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2021, 卷号: 428, 页码: 22
作者:
Li, Lingxiao
;
Zhang, Donghang
;
Zheng, Weiying
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浏览/下载:26/0
  |  
提交时间:2021/04/26
Magnetohydrodynamic equations
Constrained transport
Magnetic vector potential
Divergence-free finite element method
Block preconditioner
A proximal DC approach for quadratic assignment problem
期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2021, 页码: 27
作者:
Jiang, Zhuoxuan
;
Zhao, Xinyuan
;
Ding, Chao
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浏览/下载:13/0
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提交时间:2021/04/26
Quadratic assignment problem
Doubly nonnegative programming
Augmented Lagrangian method
Rank constraint
EXACT PENALTY FUNCTION FOR \ell2,1 NORM MINIMIZATION OVER THE STIEFEL MANIFOLD
期刊论文
SIAM JOURNAL ON OPTIMIZATION, 2021, 卷号: 31, 期号: 4, 页码: 3097-3126
作者:
Xiao, Nachuan
;
Liu, Xin
;
Ya-Xiang Yuan
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浏览/下载:6/0
  |  
提交时间:2022/04/02
orthogonality constraint
Stiefel manifold
nonsmooth optimization
augmented Lagrangian method
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints
期刊论文
OPTIMIZATION METHODS & SOFTWARE, 2020, 页码: 37
作者:
Xiao, Nachuan
;
Liu, Xin
;
Yuan, Ya-xiang
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  |  
浏览/下载:16/0
  |  
提交时间:2021/01/14
Orthogonality constraint
Stiefel manifold
augmented Lagrangian method
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