A non-Euclidean gradient descent method with sketching for unconstrained matrix minimization

DOI10.1016/J.ORL.2019.08.001zbMath1476.90257OpenAlexW2968003974MaRDI QIDQ2294351

Nadav Hallak, Marc Teboulle

Publication date: 10 February 2020

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2019.08.001

zbMATH Keywords

convergence analysismatrix minimizationmatrix sketchingnon-Euclidean gradient method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Methods of reduced gradient type (90C52)

Related Items (1)

A novel stepsize for gradient descent method

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