conference paper not in proceedings
Constrained convex minimization via model-based excessive gap
2014
We introduce a model-based excessive gap technique to analyze first-order primal- dual methods for constrained convex minimization. As a result, we construct new primal-dual methods with optimal convergence rates on the objective residual and the primal feasibility gap of their iterates separately. Through a dual smoothing and prox-function selection strategy, our framework subsumes the augmented Lagrangian, and alternating methods as special cases, where our rates apply.
Type
conference paper not in proceedings
Author(s)
Date Issued
2014
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
EPFL units
Event name | Event place | Event date |
Montreal, Quebec, Canada | December 8-11, 2014 | |
Available on Infoscience
September 29, 2014
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