Primal-dual extrapolation methods for monotone inclusions under local Lipschitz continuity with applications to variational inequality, conic constrained saddle point, and convex conic optimization problems.
Zhaosong LuSanyou MeiPublished in: CoRR (2022)
Keyphrases
- variational inequalities
- saddle point
- primal dual
- lipschitz continuity
- convex sets
- sensitivity analysis
- set valued
- convex optimization
- optimization problems
- linear programming
- linear program
- linear programming problems
- approximation algorithms
- convergence rate
- fixed point
- optimization methods
- penalty function
- interior point methods
- interior point
- computationally intensive
- game theory
- evolutionary algorithm