Stochastic Saddle-Point Optimization for Wasserstein Barycenters.
Daniil TiapkinAlexander V. GasnikovPavel E. DvurechenskyPublished in: CoRR (2020)
Keyphrases
- saddle point
- convex concave
- variational inequalities
- penalty function
- primal dual
- structured prediction
- interior point
- maximum margin
- constrained optimization
- structured output
- global constraints
- numerical methods
- high dimensional
- convex optimization
- maximum likelihood
- genetic programming
- linear programming
- probability distribution
- hidden markov models