A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems.
Erfan Yazdandoost HamedaniNecdet Serhat AybatPublished in: SIAM J. Optim. (2021)
Keyphrases
- saddle point
- convex concave
- primal dual
- variational inequalities
- penalty function
- maximum margin
- special case
- structured prediction
- numerical methods
- interior point
- structured output
- global constraints
- discrete space
- discrete tomography
- linear programming problems
- convergence rate
- convex hull
- interior point methods
- pairwise
- np hard
- objective function
- constrained optimization
- approximation algorithms
- convex optimization
- fixed point
- linear program