A Sampling Kaczmarz--Motzkin Algorithm for Linear Feasibility

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Sampling Kaczmarz-Motzkin Algorithm for Linear Feasibility

We combine two iterative algorithms for solving large-scale systems of linear inequalities, the relaxation method of Agmon, Motzkin et al. and the randomized Kaczmarz method. We obtain a family of algorithms that generalize and extend both projection-based techniques. We prove several convergence results, and our computational experiments show our algorithms often outperform the original methods.

متن کامل

Stochastic Gradient Descent, Weighted Sampling, and the Randomized Kaczmarz algorithm

We obtain an improved finite-sample guarantee on the linear convergence of stochastic gradient descent for smooth and strongly convex objectives, improving from a quadratic dependence on the conditioning (L/μ) (where L is a bound on the smoothness and μ on the strong convexity) to a linear dependence on L/μ. Furthermore, we show how reweighting the sampling distribution (i.e. importance samplin...

متن کامل

A randomized Kaczmarz algorithm with exponential convergence

The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical estimates for its rate of convergence are still scarce. We introduce a randomized version of the Kaczmarz method for consistent, overdetermined linear system...

متن کامل

Kaczmarz Algorithm and Frames

Sequences of unit vectors for which the Kaczmarz algorithm always converges in Hilbert space can be characterized in frame theory by tight frames with constant 1. We generalize this result to the context of frames and bases. In particular, we show that the only effective sequences which are Riesz bases are orthonormal bases. Moreover, we consider the infinite system of linear algebraic equation...

متن کامل

Randomized Kaczmarz Solver for Noisy Linear Systems

The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax = b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It was proved that for overdetermined systems, the randomized Kaczmarz method converges with expected exponential rate, independent of the number of equation...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SIAM Journal on Scientific Computing

سال: 2017

ISSN: 1064-8275,1095-7197

DOI: 10.1137/16m1073807