Convex Synthesis of Accelerated Gradient Algorithms for Optimization and Saddle Point Problems using Lyapunov functions.
Dennis GramlichChristian EbenbauerCarsten W. SchererPublished in: CoRR (2020)
Keyphrases
- saddle point
- interior point
- optimization problems
- convex concave
- fractional programming
- saddle points
- primal dual
- variational inequalities
- linear programming
- semidefinite programming
- penalty function
- convex functions
- convex optimization
- numerical methods
- interior point methods
- convex programming
- objective function
- convex relaxation
- worst case
- evolutionary algorithm
- nonnegative matrix factorization
- maximum margin
- semidefinite
- discrete space
- linear programming problems
- convex hull
- dynamical systems