The PPA-based numerical algorithm with the O(1/t) convergence rate for variant variational inequalities.
Min LiZhikai JiangPublished in: Optim. Lett. (2014)
Keyphrases
- convergence rate
- primal dual
- variational inequalities
- step size
- convergence speed
- learning rate
- variable step size
- dynamic programming
- cost function
- learning algorithm
- global convergence
- probabilistic model
- np hard
- optimal solution
- levenberg marquardt
- worst case
- expectation maximization
- lower bound
- computational complexity
- convergence analysis
- numerical stability
- genetic algorithm