Parallel Random Coordinate Descent Method for Composite Minimization: Convergence Analysis and Error Bounds
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Publication:3465244
DOI10.1137/130950288zbMath1329.90108arXiv1312.5302OpenAlexW2592062427MaRDI QIDQ3465244
Publication date: 21 January 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.5302
rate of convergencepartially separable functionscomposite minimizationgeneralized error bound conditionparallel random coordinate descent algorithm
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Optimality conditions and duality in mathematical programming (90C46) Decomposition methods (49M27)
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Uses Software
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