A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
نویسندگان
چکیده
منابع مشابه
A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz continuous gradient, then we prove that our method obtains an ε-optimal solution in O(N/ε) iterations, where N is the number of blocks. For the class of problems wit...
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2013
ISSN: 0926-6003,1573-2894
DOI: 10.1007/s10589-013-9598-8