A primal-dual Quasi-Newton method for consensus optimization.
Mark EisenAryan MokhtariAlejandro RibeiroPublished in: ACSSC (2017)
Keyphrases
- primal dual
- quasi newton method
- linear programming
- saddle point
- linear program
- quasi newton
- affine scaling
- approximation algorithms
- interior point methods
- convex optimization
- objective function
- variational inequalities
- convergence rate
- optimization algorithm
- algorithm for linear programming
- semidefinite programming
- optimization problems
- optimization method
- nonlinear programming
- feature selection
- limited memory
- utility function
- particle swarm optimization