On the iteration complexity analysis of Stochastic Primal-Dual Hybrid Gradient approach with high probability.
Linbo QiaoTianyi LinQi QinXicheng LuPublished in: Neurocomputing (2018)
Keyphrases
- complexity analysis
- primal dual
- linear programming
- line search
- convex optimization
- affine scaling
- linear program
- interior point methods
- linear programming problems
- simplex algorithm
- theoretical analysis
- semidefinite programming
- interior point algorithm
- variational inequalities
- algorithm for linear programming
- search direction
- convergence rate
- approximation algorithms
- lower bound
- convex programming
- interior point
- computational complexity
- simplex method
- objective function
- special case
- probability distribution
- first order logic
- dynamic programming
- artificial intelligence
- convex functions
- duality gap
- dual formulation
- knowledge representation