Randomized sketch descent methods for non-separable linearly constrained optimization

DOI10.1093/imanum/draa018OpenAlexW3025858149MaRDI QIDQ5077024

Martin Takáč, Ion Necoara

Publication date: 17 May 2022

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.02530

zbMATH Keywords

convergence rateslinear coupled constraintsrandom sketch descent methodssmooth optimization problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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