On the Convergence of Stochastic Primal-Dual Hybrid Gradient.
Ahmet AlacaogluOlivier FercoqVolkan CevherPublished in: SIAM J. Optim. (2022)
Keyphrases
- primal dual
- convergence rate
- linear programming
- affine scaling
- line search
- linear programming problems
- linear program
- convex optimization
- interior point methods
- semidefinite programming
- interior point algorithm
- simplex algorithm
- algorithm for linear programming
- convergence speed
- step size
- variational inequalities
- interior point
- global convergence
- duality gap
- dual formulation
- infeasible interior point
- simplex method
- convex programming
- approximation algorithms
- convergence analysis
- augmented lagrangian
- saddle point
- convex functions
- upper bound
- optimal solution
- reinforcement learning