Construct · 1 fields · 1 citations

augmented Lagrangian method: a standalone construct

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Optimization

constrained optimization method that adds a quadratic penalty to the Lagrangian and updates multiplier estimates between unconstrained solves.

In optimization, augmented Lagrangian method refers to constrained optimization method that adds a quadratic penalty to the Lagrangian and updates multiplier estimates between unconstrained solves. This meaning comes from Hestenes (1969) in Journal of Optimization Theory and Applications.[1]

Unit
Recovery means
Measured by

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Nearby constructs

alternating direction method of multipliers1 fields · 1 citationsanchor · a standalone construct multiplier3 fields · 3 citationsjingle · one word, three constructs

References

Hestenes, M. R. (1969). Multiplier and gradient methods. Journal of Optimization Theory and Applications, 4(5), 303-320. https://doi.org/10.1007/bf00927673

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