"Relative Continuity" for Non-Lipschitz Nonsmooth Convex Optimization Using Stochastic (or Deterministic) Mirror Descent.

Published in: INFORMS J. Optim. (2019)

Keyphrases

convex optimization
interior point methods
primal dual
total variation
convex programming
low rank
norm minimization
variational inequalities
convex optimization problems
convex relaxation
augmented lagrangian
np hard
alternating direction method of multipliers