A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints (Q461437)
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scientific article; zbMATH DE number 6353815
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| English | A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints |
scientific article; zbMATH DE number 6353815 |
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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0.8804161548614502
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0.8748812079429626
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0.8512206673622131
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0.8496438264846802
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