On the Complexity Analysis of the Primal Solutions for the Accelerated Randomized Dual Coordinate Ascent

zbMath1502.90129arXiv1807.00261MaRDI QIDQ4969070

Zhouchen Lin, Hu-An Li

Publication date: 5 October 2020

Full work available at URL: https://arxiv.org/abs/1807.00261

zbMATH Keywords

iteration complexitydual first-order methodsaccelerated randomized dual coordinate ascentprimal solutionsrestart at any period

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Stochastic programming (90C15)

Related Items (2)

An inexact proximal augmented Lagrangian framework with arbitrary linearly convergent inner solver for composite convex optimization ⋮ A generic coordinate descent solver for non-smooth convex optimisation

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