Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm.

Zhaosong Lu Arkadi Nemirovski Renato D. C. Monteiro

Published in: Math. Program. (2007)

Keyphrases

semidefinite programming
primal dual
linear programming
learning algorithm
optimal solution
dynamic programming
expectation maximization
np hard
denoising
bayesian framework
convergence rate
convex optimization
maximum margin
penalty function