Linear Convergence of Stochastic Primal Dual Methods for Linear Programming Using Variance Reduction and Restarts.
Haihao LuJinwen YangPublished in: CoRR (2021)
Keyphrases
- linear programming
- primal dual
- linear program
- interior point algorithm
- machine learning
- approximation algorithms
- affine scaling
- algorithm for linear programming
- lower bound
- linear programming problems
- convergence rate
- interior point methods
- convex optimization
- simplex algorithm
- semidefinite programming
- quadratic programming
- markov chain
- maximum likelihood
- special case
- optimal solution
- image segmentation