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

zbMATH Keywords

convex optimization; numerical examples; matrix completion; mirror descent algorithm; first-order algorithms; dual subgradient algorithms; large-scale nonsmooth learning problems; Nesterov's optimal algorithm

Mathematics Subject Classification ID

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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