Online Primal-Dual Methods With Measurement Feedback for Time-Varying Convex Optimization.
Andrey BernsteinEmiliano Dall'AneseAndrea SimonettoPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- convex optimization
- primal dual
- convex optimization problems
- interior point methods
- linear programming
- convex programming
- semidefinite programming
- convex sets
- total variation
- convergence rate
- linear program
- optimization methods
- convex relaxation
- linear programming problems
- norm minimization
- dual formulation
- approximation algorithms
- learning algorithm
- interior point
- augmented lagrangian