Optimal Finite-Sum Smooth Non-Convex Optimization with SARAH.
Lam M. NguyenMarten van DijkDzung T. PhanPhuong Ha NguyenTsui-Wei WengJayant R. KalagnanamPublished in: CoRR (2019)
Keyphrases
- convex optimization
- interior point methods
- low rank
- convex relaxation
- norm minimization
- convex optimization problems
- convex formulation
- primal dual
- total variation
- reinforcement learning
- convex constraints
- semidefinite program
- worst case
- optimal solution
- low rank matrix
- feature selection
- operator splitting
- image restoration
- image processing