More specifically, the convergence rate is no better than (1 − τ/√n), where τ is a number between zero and one.
In this short note, we prove that the global convergence rate of the duality gap in a symmetric primal-dual potential algorithm for linear programming, ...
This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming (SDP) under the ...
This paper presents a convergence rate analysis for interior point primal-dual linear programming algorithms. Conditions that guarantee Q-superlinear ...
In this short note, we prove that the global convergence rate of the duality gap in a symmetric primal-dual potential algorithm for linear programming, without ...
2013/03/12 · We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone ...
含まれない: duality gap symmetric potential reduction
A local acceleration method for primal-dual potential-reduction algorithms is introduced. The method developed here uses modified Newton search directions ...
the tangential convergence assumption, the duality gap ... We show that this symmetric primal-dual path following algorithm has an ... and Boyd, S., "A primal-dual ...
Abstract. We study infeasible-start primal-dual interior-point methods for convex optimiza- tion problems given in a typically natural form we denote as ...
We present a primal-dual path following interior algorithm for a class of linearly constrained convex programming problems with non-negative decision variables.