A Primal-Dual Approach to Solving Variational Inequalities with General Constraints.
Tatjana ChavdarovaTong YangMatteo PagliardiniMichael I. JordanPublished in: ICLR (2024)
Keyphrases
- primal dual
- linear programming problems
- variational inequalities
- linear programming
- nonlinear programming
- interior point algorithm
- convex optimization
- hilbert spaces
- linear program
- approximation algorithms
- linearly constrained
- convergence rate
- interior point methods
- feasible set
- simplex method
- semidefinite programming
- special case
- complementarity problems
- valid inequalities
- optimality conditions
- algorithm for linear programming
- interior point
- convex functions
- saddle point
- sensitivity analysis
- lp relaxation
- quadratic programming
- convex sets
- upper bound
- dynamic programming