Title | ||
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Nesterov Acceleration for Equality-Constrained Convex Optimization via Continuously Differentiable Penalty Functions. |
Abstract | ||
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We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously differentiable exact penalty function. This reformulation is based on replacing the Lagrange multipliers in the augmented Lagrangian of the original problem by Lagran... |
Year | DOI | Venue |
---|---|---|
2021 | 10.1109/LCSYS.2020.3002687 | IEEE Control Systems Letters |
Keywords | DocType | Volume |
Convex functions,Acceleration,Convergence,Linear programming,Gradient methods,Newton method | Journal | 5 |
Issue | ISSN | Citations |
2 | IEEE Control Systems Letters, vol. 5, no. 2, pp. 415-420, April
2021 | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Priyank Srivastava | 1 | 0 | 2.03 |
Jorge Cortes | 2 | 1046 | 113.95 |