A Primal-Dual Splitting Method for Convex Optimization Involving Lipschitzian, Proximable and Linear Composite Terms.
Laurent CondatPublished in: J. Optim. Theory Appl. (2013)
Keyphrases
- convex optimization
- primal dual
- interior point methods
- interior point algorithm
- norm minimization
- dynamic programming
- linear programming
- quadratic programming
- augmented lagrangian method
- pairwise
- convex programming
- interior point
- convex optimization problems
- distance metric
- augmented lagrangian
- feature space
- dual formulation
- convex constraints
- learning algorithm