A Stochastic Coordinate Descent Primal-Dual Algorithm and Applications to Large-Scale Composite Optimization.
Pascal BianchiWalid HachemFranck IutzelerPublished in: CoRR (2014)
Keyphrases
- stochastic optimization
- real life
- optimization algorithm
- stochastic programming
- global optimization
- stochastic search
- optimization problems
- efficient optimization
- small scale
- optimization process
- optimization model
- iterative scaling
- real time
- optimal control problems
- monte carlo sampling
- stochastic gradient descent
- logistic regression
- learning automata
- maximum entropy
- monte carlo
- multistage
- case study