PRISMA: PRoximal Iterative SMoothing Algorithm

Abstract : Motivated by learning problems including max-norm regularized matrix completion and clustering, robust PCA and sparse inverse covariance selection, we propose a novel optimization algorithm for minimizing a convex objective which decomposes into three parts: a smooth part, a simple non-smooth Lipschitz part, and a simple non-smooth non-Lipschitz part. We use a time variant smoothing strategy that allows us to obtain a guarantee that does not depend on knowing in advance the total number of iterations nor a bound on the domain.
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Contributor : Puneet Kumar Dokania <>
Submitted on : Friday, August 30, 2013 - 11:57:56 AM
Last modification on : Tuesday, February 5, 2019 - 1:52:14 PM

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  • HAL Id : hal-00855993, version 1
  • ARXIV : 1206.2372



Francesco Orabona, Andreas Argyriou, Nathan Srebro. PRISMA: PRoximal Iterative SMoothing Algorithm. 2012. ⟨hal-00855993⟩



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