Solving Non-smooth Constrained Programs with Lower Complexity than 𝒪(1/ε): A Primal-Dual Homotopy Smoothing Approach.
Xiaohan WeiHao YuQing LingMichael J. NeelyPublished in: CoRR (2018)
Keyphrases
- primal dual
- lower complexity
- linear programming problems
- infeasible interior point
- interior point algorithm
- linear programming
- algorithm for linear programming
- simplex method
- saddle point
- affine scaling
- low complexity
- linear program
- convex optimization problems
- approximation algorithms
- convex optimization
- simplex algorithm
- interior point methods
- data complexity
- convergence rate
- semidefinite programming
- variational inequalities
- interior point
- computational complexity
- lagrange multipliers
- high quality
- solving problems
- column generation
- compression ratio
- special case
- optimal solution