Abstract. We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in a reflexive Banach space. This method includes as spe...
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...
We analyze the rate of local convergence of the augmented Lagrangian method for nonlinear semidefinite optimization. The presence of the positive semidefinite cone constraint requ...
This paper proposes an additive Schwarz method for variational inequalities and their approximations by finite element methods. The Schwarz domain decomposition method is proved to...
We develop and analyze an algorithm for nonparametric estimation of divergence functionals and the density ratio of two probability distributions. Our method is based on a variati...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...