Exponential convergence of primal-dual dynamics for multi-block problems under local error bound condition.
Ibrahim Kurban OzaslanMihailo R. JovanovicPublished in: CDC (2022)
Keyphrases
- error bounds
- primal dual
- convergence rate
- semidefinite programming
- variational inequalities
- linear programming problems
- convex programming
- duality gap
- interior point methods
- interior point
- linear program
- solving problems
- affine scaling
- interior point algorithm
- convex optimization problems
- simplex algorithm
- theoretical analysis
- high resolution
- finite sample
- saddle point
- worst case
- multiscale