An Adaptive Primal-Dual Subgradient Algorithm for Online Distributed Constrained Optimization.
Deming YuanDaniel W. C. HoGuoping JiangPublished in: IEEE Trans. Cybern. (2018)
Keyphrases
- constrained optimization
- primal dual
- linear programming
- objective function
- cost function
- dynamic programming
- convergence rate
- convex optimization
- augmented lagrangian
- simplex algorithm
- optimal solution
- constrained optimization problems
- interior point methods
- penalty function
- knapsack problem
- linear program
- computational complexity
- approximation algorithms
- expectation maximization
- motion estimation
- linear programming problems
- np hard
- inequality constraints
- penalty functions