An almost cyclic 2-coordinate descent method for singly linearly constrained problems

DOI10.1007/s10589-019-00082-0zbMath1414.90226arXiv1806.07826OpenAlexW2809196974WikidataQ128326614 ScholiaQ128326614MaRDI QIDQ2419552

Andrea Cristofari

Publication date: 13 June 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.07826

zbMATH Keywords

SVMlinear convergence rateblock coordinate descent methodsblock decomposition methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30)

Related Items (4)

Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search ⋮ A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs ⋮ A Derivative-Free Method for Structured Optimization Problems ⋮ A decomposition method for Lasso problems with zero-sum constraint

Uses Software

• LIBSVM

Cites Work

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