Fast Saddle-Point Algorithm for Generalized Dantzig Selector and FDR Control with Ordered L1-Norm.

Sangkyun Lee Damian Brzyski Malgorzata Bogdan

Published in: AISTATS (2016)

Keyphrases

dynamic programming
objective function
optimal solution
primal dual
np hard
learning algorithm
worst case
negative matrix factorization
convergence rate
linear programming
k means
search space
lower bound
probabilistic model
expectation maximization
model selection
discrete tomography
saddle points