Adaptive coordinate sampling for stochastic primal-dual optimization.
Huikang LiuXiaolu WangAnthony Man-Cho SoPublished in: Int. Trans. Oper. Res. (2022)
Keyphrases
- primal dual
- linear programming
- saddle point
- convex optimization
- convex optimization problems
- linear program
- interior point methods
- affine scaling
- line search
- convex programming
- interior point algorithm
- approximation algorithms
- algorithm for linear programming
- variational inequalities
- simplex algorithm
- convergence rate
- linear programming problems
- semidefinite programming
- nonlinear programming
- augmented lagrangian method
- optimization problems
- simplex method
- duality gap
- infeasible interior point
- interior point
- special case
- quadratic programming
- multi objective
- dual formulation
- global convergence
- convex relaxation
- worst case
- multiscale