A primal-dual prediction-correction algorithm for saddle point optimization.
Hongjin HeJitamitra DesaiKai WangPublished in: J. Glob. Optim. (2016)
Keyphrases
- saddle point
- primal dual
- linear programming
- convex optimization
- variational inequalities
- interior point
- convergence rate
- linear program
- interior point methods
- approximation algorithms
- linear programming problems
- semidefinite programming
- penalty function
- numerical methods
- simplex method
- structured output
- convex programming
- structured prediction
- sensitivity analysis
- discrete space
- computational complexity
- np hard
- objective function
- global constraints
- column generation
- dynamic programming