Determining the Exact Local Convergence Rate of Sequential Convex Programming.

Florian Messerer Moritz Diehl

Published in: ECC (2020)

Keyphrases

convergence rate
convex programming
primal dual
interior point methods
step size
learning rate
convergence speed
convex optimization
linear programming
semidefinite programming
convex functions
gradient method
linear program
numerical stability
multi objective