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primal dual methods

4 papers

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primal-dual method (1) entropy regularization (1) wasserstein space (1) log-concave distribution (1) log-concave sampling (1) saddle point (1) strong duality (1) langevin algorithm (1) constraint generation (1) primal dual (1)

Papers

Last-Iterate Convergent Policy Gradient Primal-Dual Methods for Constrained MDPs NeurIPS 2023 Primal Dual Interpretation of the Proximal Stochastic Gradient Langevin Algorithm NeurIPS 2020 Primal-Dual methods for sparse constrained matrix completion AISTATS 2012 Beating SGD: Learning SVMs in Sublinear Time NeurIPS 2011