A Primal-Dual SGD Algorithm for Distributed Nonconvex Optimization.
Xinlei YiShengjun ZhangTao YangTianyou ChaiKarl Henrik JohanssonPublished in: IEEE CAA J. Autom. Sinica (2022)
Keyphrases
- primal dual
- linear programming
- objective function
- convergence rate
- learning algorithm
- dynamic programming
- computational complexity
- linear programming problems
- cost function
- convex optimization
- affine scaling
- semidefinite programming
- np hard
- simulated annealing
- least squares
- multi objective
- multiscale
- optimization problems
- knapsack problem
- randomly generated
- global convergence
- simplex method
- pairwise
- interior point algorithm
- algorithm for linear programming