An efficient primal dual prox method for non-smooth optimization
From MaRDI portal
Publication:2339936
DOI10.1007/s10994-014-5436-1zbMath1311.90188arXiv1201.5283MaRDI QIDQ2339936
Shenghuo Zhu, Rong Jin, Mehrdad Mahdavi, Tianbao Yang
Publication date: 14 April 2015
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1201.5283
90C56: Derivative-free methods and methods using generalized derivatives
68T05: Learning and adaptive systems in artificial intelligence
49J52: Nonsmooth analysis
Related Items
RSG: Beating Subgradient Method without Smoothness and Strong Convexity, Unnamed Item, Accelerate stochastic subgradient method by leveraging local growth condition, An asynchronous subgradient-proximal method for solving additive convex optimization problems, Approximately nearest neighborhood image search using unsupervised hashing via homogeneous kernels, The nearest polynomial to multiple given polynomials with a given zero: a unified optimization approach, Point process estimation with Mirror Prox algorithms, Efficient computation of the nearest polynomial by linearized alternating direction method
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Smooth minimization of non-smooth functions
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- An optimal method for stochastic composite optimization
- Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum type monotone operators
- Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
- Pegasos: primal estimated sub-gradient solver for SVM
- Convex multi-task feature learning
- A feature selection Newton method for support vector machine classification
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Exact matrix completion via convex optimization
- Optimization with Sparsity-Inducing Penalties
- Convergence Analysis of Primal-Dual Algorithms for a Saddle-Point Problem: From Contraction Perspective
- A General Framework for a Class of First Order Primal-Dual Algorithms for Convex Optimization in Imaging Science
- Guaranteed Minimum-Rank Solutions of Linear Matrix Equations via Nuclear Norm Minimization
- A forward–backward splitting algorithm for the minimization of non-smooth convex functionals in Banach space
- Splitting Algorithms for the Sum of Two Nonlinear Operators
- Monotone Operators and the Proximal Point Algorithm
- ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY
- Prox-Method with Rate of Convergence O(1/t) for Variational Inequalities with Lipschitz Continuous Monotone Operators and Smooth Convex-Concave Saddle Point Problems
- SVM Soft Margin Classifiers: Linear Programming versus Quadratic Programming
- Are Loss Functions All the Same?
- Excessive Gap Technique in Nonsmooth Convex Minimization
- Model Selection and Estimation in Regression with Grouped Variables
- The elements of statistical learning. Data mining, inference, and prediction
