Primal-Dual Algorithms for Convex Optimization via Regret Minimization.
Nam Ho-NguyenFatma Kilinç-KarzanPublished in: IEEE Control. Syst. Lett. (2018)
Keyphrases
- convex optimization
- primal dual
- interior point
- convex optimization problems
- interior point methods
- simplex algorithm
- linear programming
- regret minimization
- convergence rate
- linear programming problems
- convex programming
- linear program
- low rank
- semidefinite programming
- augmented lagrangian
- approximation algorithms
- dual formulation
- quadratic program
- semi definite programming
- algorithm for linear programming
- convex functions
- total variation
- combinatorial optimization
- convex relaxation
- optimization problems
- convex constraints
- augmented lagrangian method
- worst case
- alternating direction method of multipliers
- evolutionary algorithm