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An efficient primal dual prox method for non-smooth optimization.
Tianbao Yang
Mehrdad Mahdavi
Rong Jin
Shenghuo Zhu
Published in:
Mach. Learn. (2015)
Keyphrases
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optimization algorithm
optimization method
simplex algorithm
pairwise
dynamic programming
convergence rate
higher order
constrained optimization
primal dual
lower bound
combinatorial optimization
interior point algorithm