A Random Walk Approach to First-Order Stochastic Convex Optimization.

Sattar Vakili Qing Zhao

Published in: CoRR (2019)

Keyphrases

random walk
convex optimization
interior point methods
markov chain
higher order
low rank
markov random walk
first order logic
primal dual
total variation
transition probability matrix
convex optimization problems
alternating direction method of multipliers