Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
Quoc Tran-Dinh, Yuzixuan Zhu
Abstract
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 17 October 2019Accepted: 07 July 2020Published online: 07 October 2020Keywordsnon-stationary primal-dual method, non-ergodic convergence rate, fast convergence rates, composite convex minimization, constrained convex optimizationAMS Subject Headings90C25, 90C06, 90-08Publication DataISSN (print): 1052-6234ISSN (online): 1095-7189Publisher: Society for Industrial and Applied MathematicsCODEN: sjope8
Topics & Concepts
Ergodic theoryMathematicsDual (grammatical number)Rate of convergenceConvergence (economics)Regular polygonMathematical optimizationMinificationOrder (exchange)Convex optimizationAlgorithmApplied mathematicsComputer sciencePure mathematicsTelecommunicationsEconomic growthLiteratureArtEconomicsChannel (broadcasting)FinanceGeometryOptimization and Variational AnalysisAdvanced Optimization Algorithms ResearchSparse and Compressive Sensing Techniques