Dual subgradient algorithms for large-scale nonsmooth learning problems
DOI10.1007/s10107-013-0725-1zbMath1305.65149arXiv1302.2349MaRDI QIDQ484132
Arkadi Nemirovski, Anatoli B. Juditsky, Bruce C. Cox
Publication date: 18 December 2014
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.2349
convex optimization; numerical examples; matrix completion; mirror descent algorithm; first-order algorithms; dual subgradient algorithms; large-scale nonsmooth learning problems; Nesterov's optimal algorithm
65K05: Numerical mathematical programming methods
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
90C47: Minimax problems in mathematical programming
68T10: Pattern recognition, speech recognition
15A83: Matrix completion problems
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