A Specialized Semismooth Newton Method for Kernel-Based Optimal Transport.
Tianyi LinMarco CuturiMichael I. JordanPublished in: AISTATS (2024)
Keyphrases
- newton method
- variational inequalities
- dynamic programming
- convergence analysis
- optimal solution
- quasi newton
- worst case
- support vector machine
- kernel methods
- sensitivity analysis
- online learning
- linear equations
- optimality conditions
- regularized least squares
- machine learning
- fischer burmeister
- nonlinear complementarity problem