Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints.
Yangyang XuPublished in: SIAM J. Optim. (2020)
Keyphrases
- primal dual
- gradient method
- convergence rate
- convex programs
- linear programming problems
- convex functions
- linear programming
- step size
- simplex algorithm
- linear program
- interior point methods
- approximation algorithms
- convergence speed
- convex optimization
- algorithm for linear programming
- optimization methods
- negative matrix factorization
- computer vision
- evolutionary algorithm
- pairwise
- optimal solution
- objective function
- image processing