An efficient primal dual prox method for non-smooth optimization.

Tianbao Yang Mehrdad Mahdavi Rong Jin Shenghuo Zhu

Published in: Mach. Learn. (2015)

Keyphrases

optimization algorithm
optimization method
simplex algorithm
pairwise
dynamic programming
convergence rate
higher order
constrained optimization
primal dual
lower bound
combinatorial optimization
interior point algorithm