A note on the convergence of the monotone inclusion version of the primal-dual hybrid gradient algorithm.
Levon NurbekyanPublished in: CoRR (2023)
Keyphrases
- primal dual
- convergence rate
- learning algorithm
- linear programming
- affine scaling
- dynamic programming
- iterative algorithms
- worst case
- interior point algorithm
- infeasible interior point
- algorithm for linear programming
- semidefinite programming
- convex constraints
- simulated annealing
- np hard
- optimal solution
- convergence speed
- interior point methods
- dual formulation
- convex optimization