Faster first-order primal-dual methods for linear programming using restarts and sharpness (Q6165583)

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

Faster first-order primal-dual methods for linear programming using restarts and sharpness

scientific article; zbMATH DE number 7720805

Language	Label	Description	Also known as
default for all languages	No label defined
English	Faster first-order primal-dual methods for linear programming using restarts and sharpness	scientific article; zbMATH DE number 7720805

Statements

instance of

scholarly article

0 references

title

Faster first-order primal-dual methods for linear programming using restarts and sharpness (English)

0 references

published in

Mathematical Programming. Series A. Series B

0 references

publication date

1 August 2023

0 references

full work available at URL

https://arxiv.org/abs/2105.12715

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

On the convergence of stochastic primal-dual hybrid gradient

0 references

Q4496016

0 references

Time bounds for selection

0 references

Production scheduling by the transportation method of linear programming

0 references

Distributed optimization and statistical learning via the alternating direction method of multipliers

0 references

Weak Sharp Minima in Mathematical Programming

0 references

A Gauss-Newton method for convex composite optimization

0 references

A first-order primal-dual algorithm for convex problems with applications to imaging

0 references

On the ergodic convergence rates of a first-order primal-dual algorithm

0 references

The stepping stone method of explaining linear programming calculations in transportation problems

0 references

Q4225802

0 references

Subgradient methods for sharp weakly convex functions

0 references

On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables

0 references

On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators

0 references

Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient

0 references

Adaptive restart of accelerated gradient methods under local quadratic growth condition

0 references

Finite termination of the proximal point algorithm

0 references

New computational guarantees for solving convex optimization problems with first order methods, via a function growth condition measure

0 references

The `Idiot' crash quadratic penalty algorithm for linear programming and its application to linearizations of quadratic assignment problems

0 references

First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games

0 references

Interior point methods 25 years later

0 references

Approximations to Solutions to Systems of Linear Inequalities

0 references

The condition number of a function relative to a set

0 references

Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications

0 references

On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method

0 references

Applied analysis

0 references

A new polynomial-time algorithm for linear programming

0 references

Error bounds for solutions of linear equations and inequalities

0 references

Q4110807

0 references

Partial smoothness and constant rank

0 references

An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming

0 references

Local linear convergence analysis of primal-dual splitting methods

0 references

An ADMM-based interior-point method for large-scale linear programming

0 references

Error bounds and convergence analysis of feasible descent methods: A general approach

0 references

Linear programming and sequential decisions

0 references

Weak Sharp Solutions of Variational Inequalities

0 references

Convergence rate of \(\mathcal{O}(1/k)\) for optimistic gradient and extragradient methods in smooth convex-concave saddle point problems

0 references

Prox-Method with Rate of Convergence <i>O</i>(1/<i>t</i>) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems

0 references

Subgradient methods for huge-scale optimization problems

0 references

Smooth minimization of non-smooth functions

0 references

Gradient methods for minimizing composite functions

0 references

Introductory lectures on convex optimization. A basic course.

0 references

Q3320132

0 references

Adaptive restart for accelerated gradient schemes

0 references

Conic optimization via operator splitting and homogeneous self-dual embedding

0 references

New characterizations of Hoffman constants for systems of linear constraints

0 references

Restarting algorithms: sometimes there is free lunch

0 references

Q3491338

0 references

Q4550779

0 references

Incorporating Condition Measures into the Complexity Theory of Linear Programming

0 references

Linear programming, complexity theory and elementary functional analysis

0 references

Sharpness, restart, and acceleration

0 references

Monotone Operators and the Proximal Point Algorithm

0 references

Q4331836

0 references

On linear convergence of iterative methods for the variational inequality problem

0 references

RSG: Beating Subgradient Method without Smoothness and Strong Convexity

0 references

Identifiers

zbMATH Open document ID

1522.90024

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.1007/S10107-022-01901-9

0 references

Sitelinks

Mathematics(1 entry)

mardi Faster first-order primal-dual methods for linear programming using restarts and sharpness