Optimal Stochastic Non-smooth Non-convex Optimization through Online-to-Non-convex Conversion.
Ashok CutkoskyHarsh MehtaFrancesco OrabonaPublished in: CoRR (2023)
Keyphrases
- convex optimization
- convex relaxation
- convex programming
- online convex optimization
- interior point methods
- convex optimization problems
- convex formulation
- total variation
- augmented lagrangian
- convex constraints
- primal dual
- semidefinite program
- convex sets
- semi definite programming
- multiscale
- low rank
- dynamic programming
- quadratic program
- norm minimization
- semidefinite
- low rank matrix
- optimal solution
- operator splitting
- computer vision