Automated Lyapunov Analysis of Primal-Dual Optimization Algorithms: An Interpolation Approach.
Bryan Van ScoyJohn W. Simpson-PorcoLaurent LessardPublished in: CoRR (2023)
Keyphrases
- primal dual
- interior point
- convex optimization problems
- optimization problems
- simplex algorithm
- linear programming
- convergence rate
- computational complexity
- linear program
- convex optimization
- optimization methods
- interior point methods
- semidefinite programming
- sufficient conditions
- saddle point
- learning algorithm
- linear programming problems
- convex programming
- approximation algorithms
- multiresolution