Stochastic Primal-Dual Proximal ExtraGradient descent for compositely regularized optimization.
Tianyi LinLinbo QiaoTeng ZhangJiashi FengBofeng ZhangPublished in: CoRR (2017)
Keyphrases
- primal dual
- saddle point
- linear programming
- affine scaling
- convex optimization
- variational inequalities
- linear programming problems
- linear program
- approximation algorithms
- line search
- interior point methods
- convex optimization problems
- convex programming
- interior point
- semidefinite programming
- interior point algorithm
- half quadratic
- convergence rate
- algorithm for linear programming
- simplex algorithm
- penalty function
- maximum margin
- duality gap
- simplex method
- discrete space
- dual formulation
- convex relaxation
- optimization problems
- higher order
- dynamic programming
- objective function
- augmented lagrangian method
- natural images
- risk minimization
- worst case
- solution path
- convex functions
- support vector