Global Non-convex Optimization with Discretized Diffusions.
Murat A. ErdogduLester MackeyOhad ShamirPublished in: NeurIPS (2018)
Keyphrases
- convex optimization
- interior point methods
- total variation
- low rank
- convex optimization problems
- norm minimization
- primal dual
- convex relaxation
- augmented lagrangian
- semidefinite program
- convex formulation
- operator splitting
- missing data
- low rank matrix
- convex constraints
- alternating direction method of multipliers