Open Access

Piqin Shi, Chengjing Wang, Can Xiang, Peipei Tang

2024Journal of Applied and Numerical Optimization

DOI: 10.23952/jano.6.2024.1.03

tlooto Summary

The augmented Lagrangian method is applied to the entropy-regularized quadratic optimization problem with its subproblem solved by the block coordinate descent method and under certain mild conditions, the global convergence of this algorithm is analyzed.

Abstract

. Entropy-regularized quadratic optimization problems are a special class of optimization problems with wide applications in various fields, such as transportation and machine learning. In this paper, we apply the augmented Lagrangian method to this problem with its subproblem solved by the block coordinate descent method. Under certain mild conditions, we analyze the global convergence of this algorithm. Numerical experiments demonstrate the effectiveness of this algorithm.

Citation format

SHI, Piqin, et al. Numerical computation of entropy-regularized quadratic optimization problems. Journal of Applied and Numerical Optimization, 2024.