On the convergence rate improvement of a primal-dual splitting algorithm for solving monotone inclusion problems.
Radu Ioan BotErnö Robert CsetnekAndré HeinrichChristopher HendrichPublished in: Math. Program. (2015)
Keyphrases
- convergence rate
- primal dual
- linear programming problems
- simplex method
- infeasible interior point
- gauss seidel method
- convex optimization problems
- convex programming
- interior point algorithm
- convergence speed
- affine scaling
- variational inequalities
- semidefinite programming
- linear programming
- step size
- learning rate
- simplex algorithm
- algorithm for linear programming
- linear program
- global convergence
- interior point methods
- convex optimization
- interior point
- duality gap
- gradient method
- variable step size
- cost function
- quadratic programming
- dual formulation
- learning algorithm
- convergence analysis
- combinatorial optimization
- optimization algorithm
- faster convergence rate
- approximation algorithms
- np hard
- computational complexity