Stochastic Primal-Dual Algorithms with Faster Convergence than O(1/√T) for Problems without Bilinear Structure.
Yan YanYi XuQihang LinLijun ZhangTianbao YangPublished in: CoRR (2019)
Keyphrases
- primal dual
- interior point
- faster convergence
- convex optimization problems
- optimization problems
- simplex algorithm
- convergence rate
- linear programming
- semidefinite programming
- linear programming problems
- convex programming
- interior point methods
- linear program
- convex optimization
- learning algorithm
- variational inequalities
- worst case
- multiscale
- combinatorial optimization
- objective function
- approximation algorithms
- solving problems
- cost function
- lp relaxation
- evolutionary algorithm
- lower bound
- computational complexity