Local Minimax Complexity of Stochastic Convex Optimization.

Sabyasachi Chatterjee John C. Duchi John D. Lafferty Yuancheng Zhu

Published in: NIPS (2016)

Keyphrases

convex optimization
worst case
low rank
interior point methods
total variation
primal dual
computational complexity
norm minimization
convex relaxation
augmented lagrangian
convex optimization problems
convex formulation
semidefinite program
basis pursuit
image processing
low rank matrix