Inexact coordinate descent: complexity and preconditioning (Q306308)

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Inexact coordinate descent: complexity and preconditioning
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    Inexact coordinate descent: complexity and preconditioning (English)
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    31 August 2016
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    The paper is concerned with coordinate descent methods in which a randomized choice of the descent index is combined with an inexact construction of the updates. Numerical experiments are also provided.
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    inexact methods
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    block coordinate descent
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    convex optimization
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    iteration complexity
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    preconditioning
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    conjugate gradients
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    numerical experiments
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