Multi-task nonconvex optimization with total budget constraint: A distributed algorithm using Monte Carlo estimates

Mathematics

• Monte Carlo 100%
• Budget Constraint 100%
• Stochastics 50%
• Lagrangian 50%
• Utility Function 50%
• Dual Problem 50%
• Primal Problem 50%
• Nonconvex Problem 50%
• Convex Geometry 50%
• Duality Gap 50%

Keyphrases

• Multitask Problem 100%
• Multi-task Optimization 50%
• Dual Ascent 50%
• Dual Ascent Method 50%
• Lagrangian Dual Decomposition 50%
• Ascent Algorithm 50%
• Individual Utility 50%
• Task Duality 50%
• Separable Problems 50%

Computer Science

• Distributed Algorithm 100%
• Monte Carlo Estimate 100%
• Budget Constraint 100%
• Machine Learning 50%
• Utility Function 50%
• Optimization Task 50%
• Dual Problem 50%