A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems (Q2848180)

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A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems
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    A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems (English)
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    25 September 2013
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    semidefinite programming
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    eigenvalue optimization
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    large-scale problems
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    stochastic approximation
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    mirror-prox methods
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