Primal-Dual Subgradient Method for Huge-Scale Linear Conic Problems.
Yurii E. NesterovS. ShpirkoPublished in: SIAM J. Optim. (2014)
Keyphrases
- primal dual
- subgradient method
- semidefinite programming
- convex programming
- linear programming problems
- linear programming
- interior point methods
- variational inequalities
- linear systems
- convex optimization
- solving problems
- approximation algorithms
- quadratic programming
- image processing
- convex functions
- combinatorial optimization
- simplex method
- special case
- evolutionary algorithm
- convex optimization problems
- saddle point
- dual formulation
- duality gap
- reinforcement learning