Primal-dual subgradient method for constrained convex optimization problems.
Michael R. MetelAkiko TakedaPublished in: Optim. Lett. (2021)
Keyphrases
- primal dual
- convex optimization problems
- convex optimization
- saddle point
- linear programming
- interior point methods
- linear program
- approximation algorithms
- linear programming problems
- convergence rate
- convex programming
- variational inequalities
- semidefinite programming
- duality gap
- optimization problems
- dual formulation
- dynamic programming
- dual variables
- lagrangian relaxation
- valid inequalities
- low rank
- computational complexity
- multiscale