Convergence Rate Analysis of Primal-Dual Splitting Schemes.
Damek DavisPublished in: SIAM J. Optim. (2015)
Keyphrases
- convergence rate
- primal dual
- convergence speed
- learning rate
- affine scaling
- step size
- interior point methods
- convex optimization
- variational inequalities
- linear programming problems
- linear programming
- global convergence
- interior point algorithm
- simplex method
- algorithm for linear programming
- approximation algorithms
- linear program
- computational complexity
- semidefinite programming
- optimal solution