Convergence of Caratheodory solutions for primal-dual dynamics in constrained concave optimization.
Ashish CherukuriEnrique MalladaJorge CortésPublished in: SIAM Conf. on Control and its Applications (2015)
Keyphrases
- primal dual
- saddle point
- convergence rate
- line search
- linear programming
- affine scaling
- convex optimization
- convex functions
- linear program
- variational inequalities
- linear programming problems
- interior point methods
- global convergence
- approximation algorithms
- algorithm for linear programming
- convex programming
- lagrange multipliers
- simplex algorithm
- semidefinite programming
- interior point algorithm
- convex optimization problems
- interior point
- simplex method
- multi objective evolutionary algorithms
- feasible solution
- dual formulation
- optimal solution
- objective function
- nonlinear programming
- convergence speed
- optimization problems
- step size
- iterative algorithms
- constrained optimization
- dynamical systems
- image processing
- quadratic programming
- evolutionary algorithm
- maximum margin
- piecewise linear
- multiple objectives