Mirror Descent for Large-Scale Convex Deterministic and Stochastic Optimization

English

Séminaire Géométrie-Images: Calcul des variations

5/12/2013 - 15:30 Anatoli Iouditski (Université Grenoble I)

1. Proximal Setup
2. Basic Mirror Descent
3. Favorable Geometry Case
4. Stochastic Case
5. Utilizing Problem's Structure: Mirror Prox
6. Application: O(1/t) Nonsmooth Convex Minimization,
7. Acceleration by Randomization