Private stochastic convex optimization: optimal rates in linear time.
Vitaly FeldmanTomer KorenKunal TalwarPublished in: STOC (2020)
Keyphrases
- convex optimization
- interior point methods
- worst case
- convex relaxation
- total variation
- low rank
- convex optimization problems
- primal dual
- augmented lagrangian
- norm minimization
- optimal solution
- semidefinite program
- dynamic programming
- missing data
- convex constraints
- convex formulation
- basis pursuit
- feature extraction
- alternating direction method of multipliers