On Stochastic Primal-Dual Hybrid Gradient Approach for Compositely Regularized Minimization.
Linbo QiaoTianyi LinYu-Gang JiangFan YangWei LiuXicheng LuPublished in: ECAI (2016)
Keyphrases
- primal dual
- half quadratic
- linear programming
- affine scaling
- linear program
- convex optimization
- linear programming problems
- interior point methods
- convex functions
- objective function
- interior point algorithm
- convergence rate
- simplex algorithm
- algorithm for linear programming
- approximation algorithms
- variational inequalities
- semidefinite programming
- image recovery
- infeasible interior point
- simplex method
- convex programming
- interior point
- edge preserving
- total variation
- convex optimization problems
- duality gap
- dual formulation
- risk minimization
- optimal solution
- multi objective
- np hard
- least squares
- higher order
- image restoration
- regularized least squares
- feasible solution
- low rank