Stochastic Primal-Dual Proximal ExtraGradient descent for compositely regularized optimization.
Tianyi LinLinbo QiaoTeng ZhangJiashi FengBofeng ZhangPublished in: Neurocomputing (2018)
Keyphrases
- primal dual
- saddle point
- linear programming
- affine scaling
- variational inequalities
- convex optimization
- linear program
- linear programming problems
- convergence rate
- approximation algorithms
- line search
- interior point methods
- interior point
- semidefinite programming
- simplex algorithm
- convex programming
- convex optimization problems
- algorithm for linear programming
- least squares
- penalty function
- interior point algorithm
- optimization problems
- duality gap
- simplex method
- risk minimization
- dual formulation
- maximum margin
- half quadratic
- dirichlet distribution
- dynamic programming