Stochastic subgradient for composite convex optimization with functional constraints.
Ion NecoaraNitesh Kumar SinghPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- convex optimization
- convex constraints
- interior point methods
- low rank
- primal dual
- total variation
- convex formulation
- convex relaxation
- augmented lagrangian
- convex programming
- linear programming problems
- convex optimization problems
- norm minimization
- dual formulation
- linear constraints
- image sequences
- basis pursuit
- semidefinite program