论文标题

关于实用原始偶坐标方法的复杂性

On the Complexity of a Practical Primal-Dual Coordinate Method

论文作者

Alacaoglu, Ahmet, Cevher, Volkan, Wright, Stephen J.

论文摘要

我们证明了具有随机外推和坐标下降(Pure-CD)的原始二重算法的复杂性界限,该算法已证明可以获得良好的实践性能,以求解双线性偶联的凸 - conconcove Min-Max问题。我们的复杂性范围要么匹配或改善文献中最著名的结果,要么稀疏和稀疏(强) - convex-(强烈) - 期权问题。

We prove complexity bounds for the primal-dual algorithm with random extrapolation and coordinate descent (PURE-CD), which has been shown to obtain good practical performance for solving convex-concave min-max problems with bilinear coupling. Our complexity bounds either match or improve the best-known results in the literature for both dense and sparse (strongly)-convex-(strongly)-concave problems.

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