Recursive Exponential Weighting for Online Non-convex Optimization.
Lin YangCheng TanWing Shing WongPublished in: CoRR (2017)
Keyphrases
- convex optimization
- low rank
- interior point methods
- total variation
- primal dual
- convex relaxation
- convex optimization problems
- convex formulation
- augmented lagrangian
- basis pursuit
- convex programming
- norm minimization
- operator splitting
- image processing
- alternating direction method of multipliers
- semidefinite program
- convex constraints
- linear programming
- optimization problems
- cost function
- similarity measure