Exponential convergence of distributed primal-dual convex optimization algorithm without strong convexity.
Shu LiangLe Yi WangGeorge YinPublished in: Autom. (2019)
Keyphrases
- optimization algorithm
- primal dual
- convex optimization
- convergence rate
- linear programming
- convex programming
- multi objective
- convex optimization problems
- convex functions
- interior point methods
- affine scaling
- linear programming problems
- optimization method
- line search
- convex constraints
- approximation algorithms
- simplex algorithm
- differential evolution
- saddle point
- convergence speed
- semidefinite programming
- linear program
- particle swarm optimization pso
- convex hull
- variational inequalities
- algorithm for linear programming
- evolutionary multi objective
- interior point algorithm
- interior point
- hybrid optimization algorithm
- augmented lagrangian
- convex sets
- artificial bee colony
- nsga ii
- step size
- special case
- global convergence
- genetic algorithm
- mutation operator
- particle swarm optimization
- lower bound