Online Primal-Dual Mirror Descent under Stochastic Constraints.
Xiaohan WeiHao YuMichael J. NeelyPublished in: SIGMETRICS (Abstracts) (2020)
Keyphrases
- primal dual
- linear programming problems
- linear programming
- convex optimization
- linear program
- affine scaling
- interior point methods
- simplex algorithm
- convex constraints
- interior point algorithm
- variational inequalities
- convergence rate
- semidefinite programming
- valid inequalities
- algorithm for linear programming
- interior point
- convex programming
- approximation algorithms
- mixed integer
- inequality constraints
- pairwise
- constraint programming
- linear constraints
- dual formulation
- multiple objectives
- image processing
- np hard
- convex optimization problems
- saddle point
- optimal solution
- multiscale