Seminar series
Date
Thu, 25 Oct 2007
Time
14:00 -
15:00
Location
Comlab
Speaker
Dr Daniel Robinson
Organisation
University of Oxford
A new primal-dual augmented Lagrangian merit function is proposed that may be minimized with respect to both the primal and dual variables. A benefit of this approach is that each subproblem may be regularized by imposing explicit bounds on the dual variables. Two primal-dual variants of classical primal methods are given: a primal-dual bound constrained Lagrangian (pdBCL) method and a primal-dual l1 linearly constrained Lagrangian (pdl1-LCL) method.