Variable-Wise Diagonal Preconditioning for Primal-Dual Splitting: Design and Applications.
Kazuki NaganumaShunsuke OnoPublished in: IEEE Trans. Signal Process. (2023)
Keyphrases
- primal dual
- linear programming
- convex optimization
- linear program
- affine scaling
- convergence rate
- semidefinite programming
- simplex algorithm
- dynamic programming
- approximation algorithms
- pairwise
- variational inequalities
- interior point methods
- linear programming problems
- duality gap
- higher order
- valid inequalities
- interior point algorithm
- high quality