No-Regret Dynamics in the Fenchel Game: A Unified Framework for Algorithmic Convex Optimization.
Jun-Kun WangJacob D. AbernethyKfir Y. LevyPublished in: CoRR (2021)
Keyphrases
- convex optimization
- online convex optimization
- game theory
- interior point methods
- low rank
- primal dual
- total variation
- lower bound
- convex optimization problems
- nash equilibrium
- norm minimization
- convex relaxation
- game theoretic
- dynamical systems
- online learning
- loss function
- convex formulation
- image processing
- operator splitting
- multiscale