Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates.

Lijun Ding Benjamin Grimmer

Published in: SIAM J. Optim. (2023)

Keyphrases

primal dual
convergence rate
linear program
linear programming
affine scaling
convex optimization
computationally intensive
interior point methods
conjugate gradient
approximation algorithms
convergence speed
variational inequalities
simplex algorithm