Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems.
Peiran YuTing Kei PongZhaosong LuPublished in: SIAM J. Optim. (2021)
Keyphrases
- convergence rate
- line search
- primal dual
- conjugate gradient
- step size
- convex optimization problems
- objective function
- convex optimization
- global convergence
- learning rate
- interior point methods
- support vector machine
- dynamic programming
- convex functions
- pairwise
- missing data
- cross validation
- cost function
- quadratic programming
- image processing