A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints (Q461437): Difference between revisions

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A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
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    A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints (English)
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    10 October 2014
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    coordinate descent
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    composite objective function
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    linearly coupled constraints
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    randomized algorithms
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    convergence rate
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    \(\mathcal{O}(1/\epsilon)\)
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