Running Primal-Dual Gradient Method for Time-Varying Nonconvex Problems.
Yujie TangEmiliano Dall'AneseAndrey BernsteinSteven H. LowPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- primal dual
- gradient method
- convex optimization
- convergence rate
- linear programming
- variational inequalities
- semidefinite programming
- convex programming
- convex optimization problems
- interior point
- convex functions
- linear programming problems
- interior point methods
- affine scaling
- optimization problems
- objective function
- convex relaxation
- nonlinear programming
- linear program
- saddle point
- solving problems
- step size
- cost function
- object recognition
- simplex algorithm
- computer vision