Efficiency of the Accelerated Coordinate Descent Method on Structured Optimization Problems
نویسندگان
چکیده
منابع مشابه
Efficiency of the Accelerated Coordinate Descent Method on Structured Optimization Problems
In this paper we prove a new complexity bound for a variant of Accelerated Coordinate Descent Method [7]. We show that this method often outperforms the standard Fast Gradient Methods (FGM, [3, 6]) on optimization problems with dense data. In many important situations, the computational expenses of oracle and method itself at each iteration of our scheme are perfectly balanced (both depend line...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2017
ISSN: 1052-6234,1095-7189
DOI: 10.1137/16m1060182