A partially inexact generalized primal-dual hybrid gradient method for saddle point problems with bilinear couplings.
Kai WangJintao YuHongjin HePublished in: J. Appl. Math. Comput. (2023)
Keyphrases
- saddle point
- primal dual
- convergence rate
- variational inequalities
- gradient method
- linear programming problems
- linear programming
- interior point
- convex optimization
- semidefinite programming
- penalty function
- linear program
- interior point methods
- dirichlet distribution
- approximation algorithms
- step size
- numerical methods
- structured output
- finite number
- machine learning