Optimization in High Dimensions via Accelerated, Parallel, and Proximal Coordinate Descent
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Publication:2832112
DOI10.1137/16M1085905zbMath1353.65053MaRDI QIDQ2832112
Peter Richtárik, Olivier Fercoq
Publication date: 7 November 2016
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1085905
complexity; linear programming; convex optimization; semidefinite programming; gradient methods; acceleration; parallel methods; big data; partial separability; proximal methods; randomized coordinate descent; randomized proximal gradient methods; separable overapproximation
65K05: Numerical mathematical programming methods
90C22: Semidefinite programming
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
90C05: Linear programming
65Y05: Parallel numerical computation
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Uses Software
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