A Feedback-Based Regularized Primal-Dual Gradient Method for Time-Varying Nonconvex Optimization.
Yujie TangEmiliano Dall'AneseAndrey BernsteinSteven H. LowPublished in: CDC (2018)
Keyphrases
- primal dual
- gradient method
- convergence rate
- convex optimization
- nonlinear programming
- saddle point
- optimization problems
- linear programming
- optimization methods
- convex optimization problems
- line search
- variational inequalities
- global optimization
- interior point methods
- affine scaling
- linear program
- step size
- convex programming
- semidefinite programming
- convex functions
- objective function
- algorithm for linear programming
- convex relaxation
- convergence speed
- interior point
- approximation algorithms
- risk minimization
- quadratic programming
- constrained optimization
- optimization algorithm
- machine learning
- optimization method