Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
نویسندگان
چکیده
منابع مشابه
Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
In this paper we propose new methods for solving huge-scale optimization problems. For problems of this size, even the simplest full-dimensional vector operations are very expensive. Hence, we propose to apply an optimization technique based on random partial update of decision variables. For these methods, we prove the global estimates for the rate of convergence. Surprisingly enough, for cert...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2012
ISSN: 1052-6234,1095-7189
DOI: 10.1137/100802001