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A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds |
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| Authors: | Zhou Yuhao Bao Chenglong Ding Chao Zhu Jun |
| Affiliation: | 1.Instituto de Matemática Pura e Aplicada IMPA, Rio de Janeiro, RJ, Brazil ;2.Purdue University and Krannert School of Management, West Lafayette, USA ; |
| Abstract: | Mathematical Programming - We derive new and improved non-asymptotic deviation inequalities for the sample average approximation (SAA) of an optimization problem. Our results give strong error... |
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