Li, Chengbo; Yin, Wotao; Jiang, Hong; Zhang, Yin - In: Computational Optimization and Applications 56 (2013) 3, pp. 507-530
Based on the classic augmented Lagrangian multiplier method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth optimization problems (chiefly but not necessarily convex programs) with a particular structure. The algorithm effectively combines an...