Primal-Dual Subgradient Method for Huge-Scale Linear Conic Problems
From MaRDI portal
Publication:2934485
DOI10.1137/130929345zbMath1327.90217OpenAlexW1994948039MaRDI QIDQ2934485
S. V. Shpirko, Yu. E. 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
convex optimizationhuge-scale linear conic optimization problemsprimal-dual subgradient methodsublinear iteration cost
Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60)
Related Items (4)
Primal-dual mirror descent method for constraint stochastic optimization problems ⋮ A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints ⋮ Dual methods for finding equilibriums in mixed models of flow distribution in large transportation networks ⋮ Adaptive Mirror Descent Algorithms for Convex and Strongly Convex Optimization Problems with Functional Constraints
This page was built for publication: Primal-Dual Subgradient Method for Huge-Scale Linear Conic Problems