Convex Optimization over Intersection of Simple Sets: improved Convergence Rate Guarantees via an Exact Penalty Approach.
Achintya KunduFrancis R. BachChiranjib BhattacharyyaPublished in: AISTATS (2018)
Keyphrases
- convex optimization
- convergence rate
- primal dual
- augmented lagrangian
- exact penalty
- convergence speed
- convex sets
- interior point methods
- step size
- convex functions
- low rank
- total variation
- linear programming problems
- global convergence
- convex programming
- simplex method
- dual formulation
- evolutionary algorithm
- gradient method
- image denoising
- denoising