Stochastic saddle-point optimization for the Wasserstein barycenter problem.

Daniil Tiapkin Alexander V. Gasnikov Pavel E. Dvurechensky

Published in: Optim. Lett. (2022)

Keyphrases

saddle point
convex concave
variational inequalities
primal dual
penalty function
structured prediction
maximum margin
discrete space
interior point
numerical methods
structured output
linear programming
markov networks
constrained optimization
objective function
dirichlet distribution
sensitivity analysis