Random extrapolation for primal-dual coordinate descent.
Ahmet AlacaogluOlivier FercoqVolkan CevherPublished in: CoRR (2020)
Keyphrases
- primal dual
- linear programming
- convex optimization
- affine scaling
- interior point methods
- linear program
- linear programming problems
- approximation algorithms
- algorithm for linear programming
- variational inequalities
- convergence rate
- simplex algorithm
- semidefinite programming
- interior point algorithm
- dual formulation
- simplex method
- duality gap
- interior point
- infeasible interior point
- valid inequalities
- convex programming
- higher order
- genetic algorithm
- convex functions
- step size