A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints

Author:

Necoara Ion,Patrascu Andrei

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference37 articles.

1. Beck, A., Tetruashvili, L.: On the convergence of block coordinate descent type methods. Tecnical report, Technion (2012)

2. Berman, P., Kovoor, N., Pardalos, P.M.: Algorithms for least distance problem. In: Pardalos, P.M. (ed.) Complexity in Numerical Optimization, pp. 33–56. World Scientific, Singapore (1993)

3. Bertsekas, D.P.: Parallel and Distributed Computation: Numerical Methods. Athena Scientific, Nashua (2003)

4. Bertsekas, D.P.: Nonlinear Programming. Athena Scientific, Nashua (1999)

5. Candes, E., Romberg, J., Tao, T.: Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information. IEEE Trans. Inf. Theory 52, 489–509 (2006)

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