Publication

Constrained convex minimization via model-based excessive gap

Volkan Cevher, Quoc Tran Dinh
2014
Conference Papers

Abstract

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.

Official source

https://infoscience.epfl.ch/entities/publication/73d07d61-85e2-4b97-b4e6-7d602b2e82ff

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Constrained convex minimization via model-based excessive gap

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