A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints (Q461437): Difference between revisions
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| Property / Mathematics Subject Classification ID: 90C25 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6353815 / rank | |||
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coordinate descent | |||
| Property / zbMATH Keywords: coordinate descent / rank | |||
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composite objective function | |||
| Property / zbMATH Keywords: composite objective function / rank | |||
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linearly coupled constraints | |||
| Property / zbMATH Keywords: linearly coupled constraints / rank | |||
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randomized algorithms | |||
| Property / zbMATH Keywords: randomized algorithms / rank | |||
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convergence rate | |||
| Property / zbMATH Keywords: convergence rate / rank | |||
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\(\mathcal{O}(1/\epsilon)\) | |||
| Property / zbMATH Keywords: \(\mathcal{O}(1/\epsilon)\) / rank | |||
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Revision as of 12:54, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints |
scientific article |
Statements
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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