Information-Based Complexity, Feedback and Dynamics in Convex Programming

DOI10.1109/TIT.2011.2154375zbMath1365.93191arXiv1010.2285OpenAlexW2155192981MaRDI QIDQ5272322

Maxim Raginsky, Alexander Rakhlin

Publication date: 12 July 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.2285

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Feedback control (93B52) Information theory (general) (94A15)

Related Items (12)

Oracle lower bounds for stochastic gradient sampling algorithms ⋮ Sub-linear convergence of a stochastic proximal iteration method in Hilbert space ⋮ Localization of VC classes: beyond local Rademacher complexities ⋮ Accelerated Stochastic Algorithms for Convex-Concave Saddle-Point Problems ⋮ Statistical Query Algorithms for Mean Vector Estimation and Stochastic Convex Optimization ⋮ Lower bounds for non-convex stochastic optimization ⋮ Stochastic gradient descent with Polyak's learning rate ⋮ Optimization Methods for Large-Scale Machine Learning ⋮ The exact information-based complexity of smooth convex minimization ⋮ Surrogate losses in passive and active learning ⋮ Lower error bounds for the stochastic gradient descent optimization algorithm: sharp convergence rates for slowly and fast decaying learning rates ⋮ Deterministic and stochastic primal-dual subgradient algorithms for uniformly convex minimization

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