Random extrapolation for primal-dual coordinate descent.
Ahmet AlacaogluOlivier FercoqVolkan CevherPublished in: ICML (2020)
Keyphrases
- primal dual
- linear programming
- affine scaling
- linear program
- interior point methods
- convex optimization
- linear programming problems
- algorithm for linear programming
- convergence rate
- approximation algorithms
- variational inequalities
- simplex algorithm
- interior point algorithm
- semidefinite programming
- interior point
- simplex method
- duality gap
- convex programming
- infeasible interior point
- convex functions
- convex optimization problems
- saddle point
- column generation
- quadratic programming
- convex hull
- markov random field
- upper bound
- np hard
- optimal solution
- objective function
- learning algorithm