A Smooth Primal-Dual Optimization Framework for Nonsmooth Composite Convex Minimization.
Quoc Tran-DinhOlivier FercoqVolkan CevherPublished in: SIAM J. Optim. (2018)
Keyphrases
- primal dual
- variational inequalities
- convex minimization
- convex optimization
- simplex algorithm
- global convergence
- optimization problems
- global optimization
- convergence rate
- convex optimization problems
- affine scaling
- dynamic programming
- interior point algorithm
- interior point methods
- convex functions
- semidefinite programming
- linear program
- linear programming