Inexact coordinate descent: complexity and preconditioning (Q306308)
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English | 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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