Diagonal preconditioning for first order primal-dual algorithms in convex optimization.
Thomas PockAntonin ChambollePublished in: ICCV (2011)
Keyphrases
- primal dual
- convex optimization
- interior point
- convex optimization problems
- interior point methods
- simplex algorithm
- inverse problems
- linear programming
- convergence rate
- linear programming problems
- convex programming
- linear program
- low rank
- convex functions
- approximation algorithms
- algorithm for linear programming
- semidefinite programming
- operator splitting
- convex relaxation
- alternating direction method of multipliers
- total variation
- optimization problems
- computational complexity
- quadratic program
- worst case
- evolutionary algorithm
- learning algorithm
- convex sets
- feasible solution
- conjugate gradient
- np hard
- augmented lagrangian
- dual formulation