Sparse Linear Programming via Primal and Dual Augmented Coordinate Descent.
Ian En-Hsu YenKai ZhongCho-Jui HsiehPradeep RavikumarInderjit S. DhillonPublished in: NIPS (2015)
Keyphrases
- linear programming
- primal dual
- dual variables
- algorithm for linear programming
- linear program
- dual feasible
- affine scaling
- duality gap
- lagrangian dual
- simplex algorithm
- linear programming problems
- feasible solution
- semidefinite programming
- dual formulation
- logistic regression
- interior point methods
- optimal solution
- convex programming
- integer programming
- objective function
- variational inequalities
- np hard
- convex optimization
- sparse data
- quadratic programming
- coordinate descent method
- dynamic programming
- simplex method
- sparse representation
- column generation
- high dimensional
- nonlinear programming
- semi supervised
- cutting plane algorithm
- compressive sensing
- approximation algorithms
- convex optimization problems
- support vector machine
- convergence rate
- valid inequalities
- special case
- sparse coding
- support vector