High probability guarantees for stochastic convex optimization.

Damek Davis Dmitriy Drusvyatskiy

Published in: COLT (2020)

Keyphrases

convex optimization
interior point methods
total variation
low rank
primal dual
convex optimization problems
convex relaxation
norm minimization
augmented lagrangian
convex constraints
operator splitting
feature selection
bayesian networks
semi definite programming
low rank matrix