A Randomized Coordinate Descent Method with Volume Sampling
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Publication:3300772
DOI10.1137/19M125532XzbMath1447.90031arXiv1904.04587OpenAlexW3042245584MaRDI QIDQ3300772
Dmitry Kropotov, Anton Rodomanov
Publication date: 30 July 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.04587
convex optimizationunconstrained minimizationconvergence raterandomized algorithmscoordinate descent methodsvolume sampling
Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
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