Efficient primal-dual fixed point algorithms with dynamic stepsize for composite convex optimization problems.
Meng WenYuchao TangAngang CuiJigen PengPublished in: Multidimens. Syst. Signal Process. (2019)
Keyphrases
- convex optimization problems
- primal dual
- fixed point
- convergence rate
- convex optimization
- search direction
- variational inequalities
- step size
- linear programming
- interior point methods
- optimization problems
- interior point
- learning problems
- linear program
- semidefinite programming
- linear programming problems
- learning algorithm
- approximation algorithms
- evolutionary algorithm
- computationally intensive
- convergence analysis
- convergence speed
- computational complexity
- learning tasks
- cost function
- multi objective
- policy iteration
- machine learning algorithms
- sufficient conditions
- optimal solution
- probabilistic model