Solving Non-smooth Constrained Programs with Lower Complexity than \mathcal{O}(1/\varepsilon): A Primal-Dual Homotopy Smoothing Approach.
Xiaohan WeiHao YuQing LingMichael J. NeelyPublished in: NeurIPS (2018)
Keyphrases
- primal dual
- lower complexity
- linear programming problems
- infeasible interior point
- interior point algorithm
- linear programming
- saddle point
- algorithm for linear programming
- simplex method
- affine scaling
- linear program
- convex optimization problems
- convex optimization
- interior point methods
- approximation algorithms
- low complexity
- convergence rate
- simplex algorithm
- variational inequalities
- semidefinite programming
- data complexity
- interior point
- quadratic programming
- special case
- computational complexity
- np hard
- multiscale
- database systems
- mixed integer
- optimal solution
- feature extraction