A Primal-Dual Quasi-Newton Method for Exact Consensus Optimization.
Mark EisenAryan MokhtariAlejandro RibeiroPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- primal dual
- quasi newton method
- saddle point
- linear programming
- affine scaling
- linear program
- interior point methods
- quasi newton
- convex optimization
- convergence rate
- variational inequalities
- approximation algorithms
- algorithm for linear programming
- semidefinite programming
- optimization problems
- nonlinear programming
- quadratic programming
- optimization method
- objective function
- limited memory
- optimization algorithm
- global convergence
- optimization methods