Unified linear convergence of first-order primal-dual algorithms for saddle point problems.
Fan JiangZhongming WuXingju CaiHongchao ZhangPublished in: Optim. Lett. (2022)
Keyphrases
- primal dual
- saddle point
- interior point
- convergence rate
- variational inequalities
- linear programming
- semidefinite programming
- linear programming problems
- convex optimization
- interior point methods
- linear program
- semidefinite
- linear systems
- maximum margin
- optimization problems
- simplex method
- discrete space
- nonnegative matrix factorization
- learning algorithm
- approximation algorithms
- np complete
- sensitivity analysis
- structured prediction
- penalty function
- first order logic
- computational complexity
- structured output
- objective function