Ergodic, primal convergence in dual subgradient schemes for convex programming.
Torbjörn LarssonMichael PatrikssonAnn-Brith StrömbergPublished in: Math. Program. (1999)
Keyphrases
- convex programming
- primal dual
- convex optimization
- duality gap
- interior point methods
- convergence rate
- lagrangian dual
- dual formulation
- linear programming
- dual variables
- algorithm for linear programming
- column generation
- iterative algorithms
- linear program
- convex functions
- lagrangian relaxation
- semidefinite programming
- max flow
- low rank
- total variation
- dynamic programming
- pairwise
- np hard