Optimal algorithms for differentially private stochastic monotone variational inequalities and saddle-point problems.
Digvijay BoobCristóbal GuzmánPublished in: Math. Program. (2024)
Keyphrases
- variational inequalities
- saddle point
- interior point
- primal dual
- optimization problems
- sensitivity analysis
- differentially private
- worst case
- fixed point
- convex sets
- linear programming
- numerical methods
- interior point methods
- convergence rate
- convex optimization
- penalty function
- computational complexity
- learning algorithm
- maximum margin
- boundary conditions
- linear program
- discrete space
- upper bound
- special case