Convex Optimization over Intersection of Simple Sets: improved Convergence Rate Guarantees via an Exact Penalty Approach

Achintya Kundu, Francis Bach, Chiranjib Bhattacharyya. Convex Optimization over Intersection of Simple Sets: improved Convergence Rate Guarantees via an Exact Penalty Approach. In Amos J. Storkey, Fernando PĂ©rez-Cruz, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2018, 9-11 April 2018, Playa Blanca, Lanzarote, Canary Islands, Spain. Volume 84 of Proceedings of Machine Learning Research, PMLR, 2018. [doi]

Authors

Achintya Kundu

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Francis Bach

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Chiranjib Bhattacharyya

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