A Randomized Mirror-Prox Method for Solving Structured Large-Scale Matrix Saddle-Point Problems
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Publication:2848180
DOI10.1137/11085801XzbMath1295.90039arXiv1112.1274WikidataQ57392885 ScholiaQ57392885MaRDI QIDQ2848180
Michel Baes, Arkadi Nemirovski, Michael Bürgisser
Publication date: 25 September 2013
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.1274
eigenvalue optimizationsemidefinite programmingstochastic approximationlarge-scale problemsmirror-prox methods
Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Approximation methods and heuristics in mathematical programming (90C59)
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Sublinear time algorithms for approximate semidefinite programming ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints ⋮ Golden ratio algorithms for variational inequalities ⋮ A version of the mirror descent method to solve variational inequalities ⋮ A stochastic primal-dual method for optimization with conditional value at risk constraints ⋮ Scalable Semidefinite Programming ⋮ On Solving Large-Scale Polynomial Convex Problems by Randomized First-Order Algorithms
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