A stochastic approximation algorithm for stochastic semidefinite programming.

Bruno Gaujal Panayotis Mertikopoulos

Published in: CoRR (2015)

Keyphrases

stochastic approximation
semidefinite programming
monte carlo
dynamic programming
linear programming
learning algorithm
primal dual
computational complexity
np hard
optimal solution
search space
distance function
model selection
convergence rate
convex optimization
expectation maximization
semi supervised