no code implementations • 25 Sep 2018 • Immanuel M. Bomze, Panayotis Mertikopoulos, Werner Schachinger, Mathias Staudigl
In the case of linearly constrained quadratic programs (not necessarily convex), we also show that the method's convergence rate is $\mathcal{O}(1/k^\rho)$ for some $\rho\in(0, 1]$ that depends only on the choice of kernel function (i. e., not on the problem's primitives).