A linearly convergent doubly stochastic Gauss-Seidel algorithm for solving linear equations and a certain class of over-parameterized optimization problems

DOI10.1007/S10107-019-01404-0MaRDI QIDQ2425182zbMATH OpenOpenAlexWikidataFDO

Authors Meisam Razaviyayn, Mingyi Hong, Navid Reyhanian, 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

zbMATH Keywords

Gauss-Seidel algorithmlinear systems of equationsnonuniform block coordinate descent algorithmover-parameterized optimization

Mathematics Subject Classification ID

Numerical linear algebra (65Fxx) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx)

Cites work

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• Linear convergence of first order methods for non-strongly convex optimization
• Paved with good intentions: analysis of a randomized block Kaczmarz method
• Random reordering in SOR-type methods
• Randomized Kaczmarz solver for noisy linear systems
• Randomized extended Kaczmarz for solving least squares
• Randomized iterative methods for linear systems
• Randomized methods for linear constraints: convergence rates and conditioning
• Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
• Semi-stochastic coordinate descent
• The Relaxation Method for Linear Inequalities

Cited in

(7)

• Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency
• Randomized extended average block Kaczmarz for solving least squares
• 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
• A Linearly Convergent Doubly Stochastic Gauss-Seidel Algorithm for Solving Linear Equations and A Certain Class of Over-Parameterized Optimization Problems

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