Primal-dual stochastic distributed algorithm for constrained convex optimization.
Youcheng NiuHaijing WangZheng WangDawen XiaHuaqing LiPublished in: J. Frankl. Inst. (2019)
Keyphrases
- primal dual
- convex optimization
- interior point methods
- linear programming
- dual formulation
- simplex algorithm
- interior point
- linear programming problems
- convergence rate
- convex relaxation
- semidefinite programming
- interior point algorithm
- dynamic programming
- worst case
- total variation
- saddle point
- linear program
- convex constraints
- approximation algorithms
- np hard
- algorithm for linear programming
- alternating direction method of multipliers
- convex sets
- computational complexity
- objective function
- convex programming
- low rank
- norm minimization
- natural images
- special case
- reinforcement learning