Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient.
Olivier FercoqPublished in: Open J. Math. Optim. (2023)
Keyphrases
- error bounds
- primal dual
- linear programming
- linear program
- affine scaling
- linear programming problems
- convex optimization
- interior point methods
- theoretical analysis
- approximation algorithms
- convergence rate
- semidefinite programming
- convex functions
- simplex algorithm
- worst case
- algorithm for linear programming
- interior point algorithm
- variational inequalities
- interior point
- objective function
- saddle point
- semidefinite
- simplex method
- finite sample
- pairwise
- convex optimization problems
- duality gap
- higher order
- dual formulation
- learning algorithm
- upper bound
- multiscale