Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs.
Yonggui YanYangyang XuPublished in: Math. Program. Comput. (2022)
Keyphrases
- primal dual
- gradient method
- convergence rate
- convex optimization
- saddle point
- convex formulation
- convex programming
- convex optimization problems
- interior point methods
- convex functions
- affine scaling
- linear programming
- step size
- convex constraints
- variational inequalities
- semidefinite programming
- linear programming problems
- algorithm for linear programming
- linear program
- convergence speed
- interior point
- convex relaxation
- approximation algorithms
- optimization methods
- machine learning
- negative matrix factorization
- total variation
- face recognition
- genetic algorithm