Dual subgradient algorithms for large-scale nonsmooth learning problems

DOI10.1007/s10107-013-0725-1zbMath1305.65149arXiv1302.2349OpenAlexW2156374634MaRDI 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 optimizationnumerical examplesmatrix completionmirror descent algorithmfirst-order algorithmsdual subgradient algorithmslarge-scale nonsmooth learning problemsNesterov's optimal algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Minimax problems in mathematical programming (90C47) Pattern recognition, speech recognition (68T10) Matrix completion problems (15A83)

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