A linearly convergent doubly stochastic Gauss-Seidel algorithm for solving linear equations and a certain class of over-parameterized optimization problems
DOI10.1007/S10107-019-01404-0OpenAlexW2949566661WikidataQ127828975 ScholiaQ127828975MaRDI QIDQ2425182FDOQ2425182
Meisam Razaviyayn, Navid Reyhanian, Mingyi Hong, Zhi-Quan Luo
Publication date: 26 June 2019
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.05251
Gauss-Seidel algorithmlinear systems of equationsnonuniform block coordinate descent algorithmover-parameterized optimization
Numerical linear algebra (65Fxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)
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Cited In (7)
- A Linearly Convergent Doubly Stochastic Gauss-Seidel Algorithm for Solving Linear Equations and A Certain Class of Over-Parameterized Optimization Problems
- An extended row and column method for solving linear systems on a quantum computer
- On the Kaczmarz methods based on relaxed greedy selection for solving matrix equation \(A X B = C\)
- Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration
- A doubly stochastic block Gauss-Seidel algorithm for solving linear equations
- Randomized Extended Average Block Kaczmarz for Solving Least Squares
- Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
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