Primal-dual subgradient method for huge-scale linear conic problems

DOI10.1137/130929345MaRDI QIDQ2934485zbMATH OpenOpenAlexFDO

Authors S. V. Shpirko, Yuri Nesterov

Publication date 12 December 2014

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/98a848e3c4bc1f73d8bf5fb5f4a05daefb9b0f6b

zbMATH Keywords

convex optimizationhuge-scale linear conic optimization problemsprimal-dual subgradient methodsublinear iteration cost

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60)

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(10)

• Dual methods for finding equilibriums in mixed models of flow distribution in large transportation networks
• Parallel subgradient algorithm with block dual decomposition for large-scale optimization
• Primal-dual mirror descent method for constraint stochastic optimization problems
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• Subgradient methods for huge-scale optimization problems
• A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
• Adaptive mirror descent algorithms for convex and strongly convex optimization problems with functional constraints
• Solving large-scale optimization problems with a convergence rate independent of grid size
• Convergence and iteration-complexity of a primal-dual majorization-minimization method for large-scale linear programming
• Mirror descent methods with a weighting scheme for outputs for optimization problems with functional constraints

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