No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization.
Jun-Kun WangJacob D. AbernethyKfir Y. LevyPublished in: Math. Program. (2024)
Keyphrases
- convex optimization
- online convex optimization
- game theory
- interior point methods
- low rank
- primal dual
- total variation
- convex relaxation
- dynamical systems
- convex optimization problems
- loss function
- lower bound
- convex formulation
- worst case
- nash equilibrium
- norm minimization
- game theoretic
- reproducing kernel hilbert space
- computer vision
- denoising
- semi definite programming
- low rank matrix
- semi supervised
- basis pursuit
- operator splitting
- object recognition