Online Primal-Dual Mirror Descent under Stochastic Constraints.
Xiaohan WeiHao YuMichael J. NeelyPublished in: Proc. ACM Meas. Anal. Comput. Syst. (2020)
Keyphrases
- primal dual
- linear programming problems
- linear programming
- affine scaling
- interior point methods
- linear program
- approximation algorithms
- algorithm for linear programming
- convex optimization
- valid inequalities
- simplex algorithm
- semidefinite programming
- convex constraints
- convergence rate
- variational inequalities
- duality gap
- interior point algorithm
- inequality constraints
- simplex method
- dual formulation
- saddle point
- interior point
- mixed integer
- convex programming
- lower bound
- global constraints
- infeasible interior point