A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates.

Quoc Tran-Dinh Deyi Liu

Published in: Optim. Methods Softw. (2023)

Keyphrases

convex optimization
convergence rate
primal dual
step size
convergence speed
learning rate
interior point methods
low rank
convex optimization problems
total variation
global convergence
conjugate gradient
norm minimization
semidefinite programming