Constrained convex minimization via model-based excessive gap
–Neural Information Processing Systems
We introduce a model-based excessive gap technique to analyze first-order primaldual methods for constrained convex minimization. As a result, we construct firstorder primal-dual methods with optimal convergence rates on the primal objective residual and the primal feasibility gap of their iterates separately. Through a dual smoothing and prox-center selection strategy, our framework subsumes the augmented Lagrangian, alternating direction, and dual fast-gradient methods as special cases, where our rates apply.
Neural Information Processing Systems
Mar-13-2024, 14:25:21 GMT
- Country:
- Asia > Singapore (0.04)
- North America > United States
- Massachusetts (0.04)
- Europe > Switzerland
- Technology: