Adding vs. Averaging in Distributed Primal-Dual Optimization.
Chenxin MaVirginia SmithMartin JaggiMichael I. JordanPeter RichtárikMartin TakácPublished in: ICML (2015)
Keyphrases
- primal dual
- linear programming
- saddle point
- line search
- convex programming
- convex optimization problems
- affine scaling
- convex optimization
- linear program
- interior point methods
- linear programming problems
- variational inequalities
- convergence rate
- simplex algorithm
- interior point algorithm
- interior point
- algorithm for linear programming
- distributed systems
- nonlinear programming
- semidefinite programming
- approximation algorithms
- infeasible interior point
- dual formulation
- duality gap
- simplex method
- convex relaxation
- constrained optimization
- feasible solution
- special case
- valid inequalities
- augmented lagrangian method
- combinatorial optimization