PrimalDual.h File Reference

The class PrimalDual implements two variants of the Primal-Dual subgradient method (PDSM): the simple and weighted averages. More...

#include "Deflection.h"
#include "Stepsize.h"

Classes
class	PrimalDual
	Definition of the class PrimalDual. More...

Detailed Description

The class PrimalDual implements two variants of the Primal-Dual subgradient method (PDSM): the simple and weighted averages.

These boils down to the simultaneous choice of a deflection coefficient and a stepsize in a SM. For more details we refer to:

Y. Nesterov Primal-dual subgradient methods for convex optimization. Math. Prog. 120, 221-259, 2009

Because this class choses both</rm> the deflection coefficient and the stepsize, it conforms to both the interfaces defined by the class Deflection [see Deflection.h] and Stepsize [see Stepsize.h].

Version

1.00

Date

27 - 10 - 2015

Author

Antonio Frangioni
Operations Research Group
Department of Informatics
University of Pisa

Enrico Gorgone
Graphs and Mathematical Optimization (GOM) Group
Department of Informatics
Free University of Brussels

Copyright &copy 2001 - 2015 by Antonio Frangioni, Enrico Gorgone.