On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
From MaRDI portal
Publication:2136507
Recommendations
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Primal-dual first-order methods for a class of cone programming
- On the ergodic convergence rates of a first-order primal-dual algorithm
- Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming
Cites work
- A distributed ADMM-like method for resource sharing over time-varying networks
- A dual algorithm for the solution of nonlinear variational problems via finite element approximation
- A first-order primal-dual algorithm for convex problems with applications to imaging
- A majorized ADMM with indefinite proximal terms for linearly constrained convex composite optimization
- A primal-dual algorithm with line search for general convex-concave saddle point problems
- A primal–dual interior point method for nonlinear optimization over second-order cones
- A proximal-based deomposition method for compositions method for convex minimization problems
- A survey on the continuous nonlinear resource allocation problem
- A unified approach for minimizing composite norms
- A unified framework for the scheduling of guaranteed targeted display advertising under reach and frequency requirements
- A unified primal-dual algorithm framework based on Bregman iteration
- Algorithms for the continuous nonlinear resource allocation problem -- new implementations and numerical studies
- An SQP-type algorithm for nonlinear second-order cone programs
- Applications of second-order cone programming
- Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
- Compressed sensing
- Differentiable exact penalty functions for nonlinear second-order cone programs
- DistOpt: A software framework for modeling and evaluating optimization problem solutions in distributed environments
- Feature selection guided by structural information
- First-order algorithms for convex optimization with nonseparable objective and coupled constraints
- scientific article; zbMATH DE number 3833218 (Why is no real title available?)
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- scientific article; zbMATH DE number 1070896 (Why is no real title available?)
- scientific article; zbMATH DE number 1534290 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- scientific article; zbMATH DE number 3309655 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers
- Learning with rigorous support vector machines.
- Mirror descent and nonlinear projected subgradient methods for convex optimization.
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- Multiplier and gradient methods
- On the \(O(1/n)\) convergence rate of the Douglas-Rachford alternating direction method
- On the application of the auxiliary problem principle
- On the ergodic convergence rates of a first-order primal-dual algorithm
- On the global and linear convergence of the generalized alternating direction method of multipliers
- On the Global Linear Convergence of the ADMM with MultiBlock Variables
- On the linear convergence of the alternating direction method of multipliers
- On the local convergence of semismooth Newton methods for linear and nonlinear second-order cone programs without strict complementarity
- OSQP: an operator splitting solver for quadratic programs
- Parallel multi-block ADMM with \(o(1/k)\) convergence
- Partial error bound conditions and the linear convergence rate of the alternating direction method of multipliers
- Projection on a Cone, Penalty Functionals and Duality Theory for Problems with Inequaltity Constraints in Hilbert Space
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- Proximity Maps for Convex Sets
- Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces
- Robust convex optimization
- Robust optimization
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Second-order cone programming
- Semi-infinite programming
- Semi-infinite programming, duality, discretization and optimality conditions†
- Some Properties of the Augmented Lagrangian in Cone Constrained Optimization
- The planning of guaranteed targeted display advertising
- The structured elastic net for quantile regression and support vector classification
- Tikhonov, Ivanov and Morozov regularization for support vector machine learning
Cited in
(6)- An \(O(\sqrt {n} L)\) iteration bound primal-dual cone affine scaling algorithm for linear programming
- Iteration complexity analysis of dual first-order methods for conic convex programming
- Primal-dual first-order methods for a class of cone programming
- Non-stationary First-Order Primal-Dual Algorithms with Faster Convergence Rates
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Duality in convex optimization for the hyperbolic augmented Lagrangian
This page was built for publication: On iteration complexity of a first-order primal-dual method for nonlinear convex cone programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2136507)