Dual subgradients and the drift-plus-penalty method (Stochastic optimization Convex Optimization (Non-linear))

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Time Complexity

$O(n^{2})$

Space Complexity

$O(Vmn)$???? words

(involves minimizing an expression with up to O(Vmn) terms per iteration?)

Description

Approximate?

Exact

Randomized?

No, deterministic

Model of Computation

Word/Real RAM

Year

1993

Reference

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