Primal-Dual Block Generalized Frank-Wolfe.

Qi Lei Jiacheng Zhuo Constantine Caramanis Inderjit S. Dhillon Alexandros G. Dimakis

Published in: NeurIPS (2019)

Keyphrases

primal dual
linear programming
convergence rate
convex optimization
interior point methods
linear program

affine scaling
approximation algorithms
line search
linear programming problems
convex functions
interior point algorithm

semidefinite programming
algorithm for linear programming
variational inequalities
duality gap
infeasible interior point
interior point

simplex algorithm
convex programming
valid inequalities
simplex method
saddle point
dynamic programming