Primal-Dual Algorithms for Optimization with Stochastic Dominance.
William B. HaskellJ. George ShanthikumarZuo-Jun Max ShenPublished in: SIAM J. Optim. (2017)
Keyphrases
- primal dual
- stochastic dominance
- interior point
- optimization problems
- convex optimization problems
- simplex algorithm
- linear programming
- saddle point
- convergence rate
- learning algorithm
- combinatorial optimization
- convex optimization
- optimization methods
- semidefinite programming
- interior point methods
- affine scaling
- linear program
- random variables
- worst case
- special case
- computational complexity
- multiscale