Solving large-scale minimax problems with the primal-dual steepest descent algorithm.
Ciyou ZhuPublished in: Math. Program. (1994)
Keyphrases
- primal dual
- linear programming problems
- linear programming
- convergence rate
- semidefinite programming
- combinatorial optimization
- interior point algorithm
- quadratic programming
- np hard
- computational complexity
- simplex algorithm
- optimal solution
- convex optimization
- convex programming
- dynamic programming
- worst case
- convex optimization problems
- objective function
- solving problems
- saddle point
- reinforcement learning
- algorithm for linear programming
- affine scaling
- infeasible interior point
- linear program
- lower bound
- iterative algorithms
- interior point methods
- variational inequalities
- approximation algorithms
- metaheuristic
- np complete
- dual formulation
- duality gap
- optimization problems
- motion estimation
- learning algorithm