Ergodic, primal convergence in dual subgradient schemes for convex programming, II: the case of inconsistent primal problems.
Magnus ÖnnheimEmil GustavssonAnn-Brith StrömbergMichael PatrikssonTorbjörn LarssonPublished in: Math. Program. (2017)
Keyphrases
- convex programming
- duality gap
- primal dual
- convex optimization
- linear programming
- lagrangian dual
- interior point methods
- dual variables
- dual formulation
- convex optimization problems
- convergence rate
- linear program
- semidefinite programming
- convex functions
- iterative algorithms
- objective function
- max flow
- total variation
- lagrangian relaxation
- approximation algorithms
- optimal solution
- kernel learning
- image denoising
- support vector