Block-Simultaneous Direction Method of Multipliers: A proximal primal-dual splitting algorithm for nonconvex problems with multiple constraints.
Fred MoolekampPeter MelchiorPublished in: CoRR (2017)
Keyphrases
- primal dual
- multiple constraints
- convergence rate
- objective function
- interior point algorithm
- computational complexity
- linear programming problems
- linear programming
- dynamic programming
- dual formulation
- simplex algorithm
- semidefinite programming
- convex optimization
- iterative algorithms
- combinatorial optimization
- linear program
- simplex method
- optimization problems
- np hard
- line search
- multicriteria optimization
- convex programming
- constrained optimization
- approximation algorithms
- optimal solution
- learning algorithm
- saddle point
- affine scaling
- algorithm for linear programming
- quadratic programming
- quadratic optimization problems
- variational inequalities
- denoising
- image processing