Primal-Dual Stochastic Subgradient Method For Log-Determinant Optimization.
Songwei WuHang YuJustin DauwelsPublished in: ICASSP (2020)
Keyphrases
- primal dual
- subgradient method
- lagrangian dual
- duality gap
- linear programming
- optimization problems
- saddle point
- lagrangian relaxation
- linear program
- convex optimization
- variational inequalities
- algorithm for linear programming
- approximation algorithms
- convex programming
- interior point methods
- convergence rate
- convex optimization problems
- linear programming problems
- objective function
- semidefinite programming
- nonlinear programming
- quadratic programming
- interior point
- dual formulation
- valid inequalities
- simplex method
- column generation
- special case
- convex functions
- combinatorial optimization
- image processing
- feasible solution
- np hard
- evolutionary algorithm
- computational complexity