A primal-dual type algorithm with the O(1/t) convergence rate for large scale constrained convex programs.
Hao YuMichael J. NeelyPublished in: CDC (2016)
Keyphrases
- convergence rate
- primal dual
- step size
- convergence speed
- linear programming
- learning rate
- simplex method
- global convergence
- interior point methods
- algorithm for linear programming
- interior point algorithm
- semidefinite programming
- linear program
- simplex algorithm
- affine scaling
- learning algorithm
- mutation operator
- saddle point
- faster convergence rate
- linear programming problems
- convex programs
- line search
- variable step size
- convex optimization
- dynamic programming
- gradient method
- numerical stability
- optimization algorithm
- cost function
- convex functions
- expectation maximization
- computational complexity
- objective function