Convex optimization: algorithms and complexity
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(only showing first 100 items - show all)- Complexity of convex optimization using geometry-based measures and a reference point
- Exact worst-case convergence rates of the proximal gradient method for composite convex minimization
- Adaptive block coordinate DIRECT algorithm
- Scale-free online learning
- Dimensionality reduction of SDPs through sketching
- Analysis of biased stochastic gradient descent using sequential semidefinite programs
- Natural gradient for combined loss using wavelets
- Convergence rates for optimised adaptive importance samplers
- Bounds for the tracking error of first-order online optimization methods
- A new look at the Hardy-Littlewood-Pólya inequality of majorization
- Bias of homotopic gradient descent for the hinge loss
- Regularisation of neural networks by enforcing Lipschitz continuity
- Infinite-dimensional gradient-based descent for alpha-divergence minimisation
- Solving convex min-min problems with smoothness and strong convexity in one group of variables and low dimension in the other
- Convex optimization with an interpolation-based projection and its application to deep learning
- Inverse reinforcement learning in contextual MDPs
- Convergence results of a nested decentralized gradient method for non-strongly convex problems
- Generalized Nesterov's accelerated proximal gradient algorithms with convergence rate of order o(1/k^2)
- Understanding the acceleration phenomenon via high-resolution differential equations
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity
- From inexact optimization to learning via gradient concentration
- Accelerated proximal envelopes: application to componentwise methods
- On the computational efficiency of catalyst accelerated coordinate descent
- Heteroskedastic PCA: algorithm, optimality, and applications
- Variable demand and multi-commodity flow in Markovian network equilibrium
- New Hadamard-type inequalities for E-convex functions involving generalized fractional integrals
- A stochastic subgradient method for distributionally robust non-convex and non-smooth learning
- Stochastic saddle-point optimization for the Wasserstein barycenter problem
- Divergences on symmetric cones and medians
- Vaidya's method for convex stochastic optimization problems in small dimension
- How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning
- The computational asymptotics of Gaussian variational inference and the Laplace approximation
- Elliptic quasi-variational inequalities under a smallness assumption: uniqueness, differential stability and optimal control
- Robust statistical learning with Lipschitz and convex loss functions
- A regularization interpretation of the proximal point method for weakly convex functions
- Accelerating incremental gradient optimization with curvature information
- Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution
- Robust classification via MOM minimization
- Mirror descent algorithms for minimizing interacting free energy
- Accelerated methods for saddle-point problem
- Random batch methods (RBM) for interacting particle systems
- Convergence of distributed gradient-tracking-based optimization algorithms with random graphs
- Polynomial-time algorithms for submodular Laplacian systems
- Approximate inference for constructing astronomical catalogs from images
- Mass-spring-damper networks for distributed optimization in non-Euclidean spaces
- A Newton-CG algorithm with complexity guarantees for smooth unconstrained optimization
- Nudging the particle filter
- Robust and sparse regression in generalized linear model by stochastic optimization
- A fully polynomial time approximation scheme for the smallest diameter of imprecise points
- First-order and stochastic optimization methods for machine learning
- Spectral method and regularized MLE are both optimal for top-\(K\) ranking
- Exploiting problem structure in optimization under uncertainty via online convex optimization
- Intuitionistic-fuzzy goals in zero-sum multi criteria matrix games
- Duality gap estimates for weak Chebyshev greedy algorithms in Banach spaces
- Stochastic matrix-free equilibration
- A multiplicative weight updates algorithm for packing and covering semi-infinite linear programs
- Linear convergence of first order methods for non-strongly convex optimization
- Optimization based methods for partially observed chaotic systems
- Efficient, certifiably optimal clustering with applications to latent variable graphical models
- Behavior of accelerated gradient methods near critical points of nonconvex functions
- Accelerated gradient boosting
- Approachability, regret and calibration: implications and equivalences
- Numerical methods for the resource allocation problem in a computer network
- Inexact gradient projection method with relative error tolerance
- Bregman three-operator splitting methods
- Grundlagen der Mathematischen Optimierung
- A multiplicative weights update algorithm for packing and covering semi-infinite linear programs
- Efficient numerical methods for entropy-linear programming problems
- Bandit online optimization over the permutahedron
- How effectively train large-scale machine learning models?
- Polynomial-Time Algorithms for Linear and Convex Optimization on Jump Systems
- scientific article; zbMATH DE number 519872 (Why is no real title available?)
- scientific article; zbMATH DE number 1182920 (Why is no real title available?)
- Average stability is invariant to data preconditioning. Implications to exp-concave empirical risk minimization
- Perturbed iterate analysis for asynchronous stochastic optimization
- Metamodel construction for sensitivity analysis
- Strong convexity of sandwiched entropies and related optimization problems
- The Evolution of Methods of Convex Optimization
- Distributed Learning with Sparse Communications by Identification
- Graph-dependent implicit regularisation for distributed stochastic subgradient descent
- Making the last iterate of SGD information theoretically optimal
- Efficient online linear optimization with approximation algorithms
- Algorithms for convex optimization
- Path length bounds for gradient descent and flow
- A consensus-based global optimization method for high dimensional machine learning problems
- A finite time analysis of temporal difference learning with linear function approximation
- Low-Rank Matrix Estimation from Rank-One Projections by Unlifted Convex Optimization
- Tensor-structured sketching for constrained least squares
- Proximal gradient methods with adaptive subspace sampling
- On the convergence of exact distributed generalisation and acceleration algorithm for convex optimisation
- Fast Core Pricing for Rich Advertising Auctions
- An Accelerated Level-Set Method for Inverse Scattering Problems
- Efficient numerical methods to solve sparse linear equations with application to PageRank
- scientific article; zbMATH DE number 7626710 (Why is no real title available?)
- scientific article; zbMATH DE number 7626764 (Why is no real title available?)
- scientific article; zbMATH DE number 7626794 (Why is no real title available?)
- On numerical estimates of errors in solving convex optimization problems
- Random Batch Methods for Classical and Quantum Interacting Particle Systems and Statistical Samplings
- scientific article; zbMATH DE number 7625168 (Why is no real title available?)
- scientific article; zbMATH DE number 7625184 (Why is no real title available?)
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