125
Voted
MP
2016
9 years 11 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...
125
Voted
MP
2016
9 years 11 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...
111
Voted
MP
2016
9 years 11 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...
101
Voted
MP
2016
9 years 11 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...
100
Voted
MP
2016
9 years 11 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...
MP
2016
9 years 11 months ago
2016
93
Voted
MP
2016
9 years 11 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...
99
Voted
MP
2016
9 years 11 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...
MP
2016
9 years 11 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...
