On the Iteration Complexity Analysis of Stochastic Primal-Dual Hybrid Gradient Approach with High Probability.
Linbo QiaoTianyi LinQi QinXicheng LuPublished in: CoRR (2018)
Keyphrases
- complexity analysis
- primal dual
- line search
- linear programming
- linear program
- linear programming problems
- interior point methods
- convex optimization
- theoretical analysis
- convergence rate
- semidefinite programming
- approximation algorithms
- affine scaling
- interior point algorithm
- algorithm for linear programming
- simplex algorithm
- search direction
- lower bound
- objective function
- simplex method
- variational inequalities
- computational complexity
- convex programming
- infeasible interior point
- interior point
- first order logic
- iterative algorithms
- convex functions
- dual formulation
- duality gap
- probability distribution
- convex optimization problems
- quadratic programming
- computer vision
- artificial intelligence