On Global Linear Convergence in Stochastic Nonconvex Optimization for Semidefinite Programming.
Jinshan ZengKe MaYuan YaoPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- semidefinite programming
- semidefinite
- nonlinear programming
- linear programming
- interior point methods
- optimization problems
- linear constraints
- quadratic programming
- convex optimization
- primal dual
- kernel matrix
- quadratically constrained quadratic
- global convergence
- convex relaxation
- maximum margin
- convergence speed
- interior point
- convergence rate
- linear program
- evolutionary algorithm
- quadratic program
- objective function
- variational inequalities
- linear matrix inequality