Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm.

Adil Salim Peter Richtárik

Published in: NeurIPS (2020)

Keyphrases

stochastic gradient
primal dual
linear programming
objective function
dynamic programming
cost function
worst case
np hard
image restoration
linear program
simplex algorithm
model selection
algorithm for linear programming
interior point algorithm
approximation algorithms
nearest neighbor
computational complexity