An Inexact Modified Subgradient Algorithm for Primal-Dual Problems via Augmented Lagrangians.
Regina Sandra BurachikAlfredo N. IusemJefferson G. MeloPublished in: J. Optim. Theory Appl. (2013)
Keyphrases
- primal dual
- linear programming problems
- learning algorithm
- convex optimization
- worst case
- linear programming
- dynamic programming
- semidefinite programming
- interior point
- linear program
- convergence rate
- simplex algorithm
- dual formulation
- computationally intensive
- variational inequalities
- iterative algorithms
- interior point methods
- search direction
- computational complexity
- convex programming
- duality gap
- algorithm for linear programming
- affine scaling
- infeasible interior point
- convex optimization problems
- simplex method
- solving problems
- approximation algorithms
- simulated annealing
- optimal solution
- objective function