Dual optimization for convex constrained objectives without the gradient-Lipschitz assumption.
Martin BompaireEmmanuel BacryStéphane GaïffasPublished in: CoRR (2018)
Keyphrases
- saddle point
- convex relaxation
- concave convex procedure
- primal dual
- multiple objectives
- convex optimization
- optimization problems
- optimization criteria
- convex programming
- optimization algorithm
- dual variables
- simultaneous optimization
- constrained optimization
- quasiconvex
- optimization process
- pointwise
- risk minimization
- multi objective
- efficient optimization
- learning algorithm
- interior point methods
- lagrange multipliers
- semidefinite
- penalty function
- edge detection
- piecewise linear
- optimization methods
- global optimization