A coordinate gradient descent method for nonsmooth separable minimization

DOI10.1007/s10107-007-0170-0zbMath1166.90016OpenAlexW2039050532MaRDI QIDQ959979

Publication date: 16 December 2008

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-007-0170-0

zbMATH Keywords

global convergence nonsmooth optimization error bound coordinate descent linear convergence rate

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Decomposition methods (49M27) Methods of successive quadratic programming type (90C55)

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