Primal-Dual Rates and Certificates.
Celestine DünnerSimone ForteMartin TakácMartin JaggiPublished in: ICML (2016)
Keyphrases
- primal dual
- linear programming
- affine scaling
- linear program
- convex optimization
- approximation algorithms
- interior point methods
- linear programming problems
- convergence rate
- variational inequalities
- interior point algorithm
- algorithm for linear programming
- interior point
- simplex algorithm
- simplex method
- access control
- semidefinite programming
- infeasible interior point
- valid inequalities
- convex programming
- saddle point
- duality gap
- convex optimization problems
- search direction
- dynamic programming
- optimal solution
- objective function
- reinforcement learning