On the Convergence of the Stochastic Primal-Dual Hybrid Gradient for Convex Optimization.
Eric B. GutiérrezClaire DelplanckeMatthias J. EhrhardtPublished in: CoRR (2020)
Keyphrases
- convex optimization
- primal dual
- interior point methods
- operator splitting
- line search
- convergence rate
- linear programming problems
- variational inequalities
- convex programming
- interior point
- low rank
- convex optimization problems
- semidefinite programming
- convex sets
- algorithm for linear programming
- total variation
- convergence speed
- augmented lagrangian
- gradient method
- dual formulation
- convex relaxation
- convex constraints