183
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MP
2016
10 years 3 months ago
2016
We improve a recent guarantee of Bach and Moulines on the linear convergence of SGD for smooth and strongly convex objectives, reducing a quadratic dependence on the strong convex...
178
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MP
2016
10 years 3 months ago
2016
We introduce computable a-priori and a-posteriori error bounds for optimality and feasibility of a point generated as the rounding of an optimal point of the LP relaxation of a mi...
173
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MP
2016
10 years 3 months ago
2016
The standard algorithms for solving large-scale convex-concave saddle point problems, or, more generally, variational inequalities with monotone operators, are proximal type algor...
152
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MP
2016
10 years 3 months ago
2016
We introduce a proximal version of the stochastic dual coordinate ascent method and show how to accelerate the method using an inner-outer iteration procedure. We analyze the runt...
150
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MP
2016
10 years 3 months ago
2016
In this paper, we generalize the well-known Nesterov’s accelerated gradient (AG) method, originally designed for convex smooth optimization, to solve nonconvex and possibly stoch...
146
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MP
2016
10 years 3 months ago
2016
The perceptron algorithm is a simple iterative procedure for finding a point in a convex cone F. At each iteration, the algorithm only involves a query to a separation oracle for...
146
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MP
2016
10 years 3 months ago
2016
Abstract Hierarchies of semidefinite programs have been used to approximate or even solve polynomial programs. This approach rapidly becomes computationally expensive and is often...
150
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MP
2016
10 years 3 months ago
2016
A recurrent task in mathematical programming requires optimizing polytopes with prohibitivelymany constraints, e.g., the primal polytope in cutting-plane methods or the dual polyt...
