Primal-dual first-order methods with O(1/∈) iteration-complexity for cone programming

Mathematical Programming

Volumn 126, Issue 1, 2011, Pages 1-29

  Lan, Guanghui ^c   Lu, Zhaosong ^a   Monteiro, Renato D C ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

^c NONE

Author keywords

Cone programming; Linear programming; Nonsmooth method; Primal dual first order methods; Prox method; Semidefinite programming; Smooth optimal method

Indexed keywords

NON-SMOOTH; OPTIMAL METHODS; PRIMAL-DUAL; PROX-METHOD; SEMI-DEFINITE PROGRAMMING;

ITERATIVE METHODS;

MATHEMATICAL PROGRAMMING;

EID: 78651417720     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-008-0261-6     Document Type: Article

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