Optimal Stochastic Non-smooth Non-convex Optimization through Online-to-Non-convex Conversion.
Ashok CutkoskyHarsh MehtaFrancesco OrabonaPublished in: ICML (2023)
Keyphrases
- convex optimization
- online convex optimization
- convex relaxation
- interior point methods
- convex programming
- low rank
- convex optimization problems
- primal dual
- convex formulation
- total variation
- convex sets
- convex constraints
- augmented lagrangian
- worst case
- norm minimization
- dynamic programming
- learning algorithm
- basis pursuit
- operator splitting
- optimal solution
- semi definite programming
- feature space
- image restoration
- semi supervised