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  4. Constrained convex minimization via model-based excessive gap
 
conference paper not in proceedings

Constrained convex minimization via model-based excessive gap

Tran Dinh, Quoc  
•
Cevher, Volkan  orcid-logo
2014
Advances in Neural Information Processing Systems (NIPS) 2014

We introduce a model-based excessive gap technique to analyze first-order primal- dual methods for constrained convex minimization. As a result, we construct new primal-dual methods with optimal convergence rates on the objective residual and the primal feasibility gap of their iterates separately. Through a dual smoothing and prox-function selection strategy, our framework subsumes the augmented Lagrangian, and alternating methods as special cases, where our rates apply.

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Type
conference paper not in proceedings
Author(s)
Tran Dinh, Quoc  
Cevher, Volkan  orcid-logo
Date Issued

2014

Subjects

Primal-dual method

•

excessive gap technique

•

constrained convex optimization

•

ml-ai

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LIONS  
Event nameEvent placeEvent date
Advances in Neural Information Processing Systems (NIPS) 2014

Montreal, Quebec, Canada

December 8-11, 2014

Available on Infoscience
September 29, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/107064
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