Primal-Dual Block Generalized Frank-Wolfe.
Qi LeiJiacheng ZhuoConstantine CaramanisInderjit S. DhillonAlexandros G. DimakisPublished 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