Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective.
Bingsheng HeXiaoming YuanPublished in: SIAM J. Imaging Sci. (2012)
Keyphrases
- primal dual
- convergence analysis
- saddle point
- interior point
- convergence rate
- linear programming
- global convergence
- linear program
- variational inequalities
- approximation algorithms
- convex optimization
- linear programming problems
- interior point methods
- optimality conditions
- optimization problems
- semidefinite programming
- nonnegative matrix factorization
- penalty function
- optimal solution
- learning problems
- worst case
- computational complexity