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 Optimization









Inexact Augmented Lagrangian Methods for Conic Programs: Quadratic Growth and Linear Convergence

Neural Information Processing Systems

Under the quadratic growth assumption, it is known that the dual iterates and the Karush-Kuhn-Tucker (KKT) residuals of ALMs applied to semidefi-nite programs (SDPs) converge linearly. In contrast, the convergence rate of the primal iterates has remained elusive.



Group-wise oracle-efficient algorithms for online multi-group learning

Neural Information Processing Systems

In contrast to previous work on this learning model, we consider scenarios in which the family of groups is too large to explicitly enumerate, and hence we seek algorithms that only access groups via an optimization oracle.