A Primal-Dual Type Algorithm with the O(1/t) Convergence Rate for Large Scale Constrained Convex Programs.
Hao YuMichael J. NeelyPublished in: CoRR (2016)
Keyphrases
- convergence rate
- primal dual
- convergence speed
- learning rate
- linear programming
- step size
- simplex algorithm
- semidefinite programming
- simplex method
- affine scaling
- gradient method
- linear program
- interior point methods
- global convergence
- numerical stability
- linear programming problems
- optimization algorithm
- interior point algorithm
- saddle point
- faster convergence rate
- optimal solution
- variable step size
- convex functions
- approximation algorithms
- energy function
- np hard
- convex hull
- convex programs
- worst case
- cost function
- k means