On starting and stopping criteria for nested primal-dual iterations.
Jixin ChenIgnace LorisPublished in: Numer. Algorithms (2019)
Keyphrases
- primal dual
- stopping criteria
- stopping criterion
- convergence rate
- linear programming
- affine scaling
- interior point methods
- linear programming problems
- convex optimization
- linear program
- semidefinite programming
- simplex algorithm
- variational inequalities
- interior point algorithm
- algorithm for linear programming
- interior point
- infeasible interior point
- simplex method
- approximation algorithms
- clustering algorithm
- convex functions
- dynamic programming
- saddle point
- duality gap
- valid inequalities
- dual formulation
- cost function
- computer vision
- convex optimization problems
- evolutionary algorithm
- optimal solution
- objective function