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Complexity of first-order inexact Lagrangian and penalty methods for conic convex programming |
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| Authors: | I Necoara A Patrascu F Glineur |
| Affiliation: | 1. Automatic Control and Systems Engineering Department, University Politehnica Bucharest, 060042 Bucharest, Romania;2. Center for Operations Research and Econometrics, Catholic University of Louvain, B-1348 Louvain-la-Neuve, Belgium |
| Abstract: | |
| Keywords: | conic convex problems smooth (augmented) dual functions penalty functions (augmented) dual first-order methods penalty fast gradient methods approximate primal solution overall computational complexity |