A primal-dual homotopy algorithm for \(\ell _{1}\) -minimization with \(\ell _{\infty }\) -constraints.
Christoph BrauerDirk A. LorenzAndreas M. TillmannPublished in: Comput. Optim. Appl. (2018)
Keyphrases
- primal dual
- linear programming
- linear programming problems
- objective function
- convergence rate
- dynamic programming
- optimal solution
- np hard
- affine scaling
- simplex algorithm
- simplex method
- randomly generated
- interior point methods
- computational complexity
- learning algorithm
- worst case
- half quadratic
- interior point algorithm
- constrained optimization
- semidefinite programming
- interior point
- dual formulation
- algorithm for linear programming
- special case