Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search

DOI10.1137/20M1328014zbMath1493.90100arXiv2103.04891OpenAlexW3135373119MaRDI QIDQ5080500

Publication date: 31 May 2022

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.04891

zbMATH Keywords

active-set complexity active-set identification block coordinate descent methods manifold identification surface identification

Mathematics Subject Classification ID

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

Related Items (2)

An augmented Lagrangian method exploiting an active-set strategy and second-order information ⋮ A decomposition method for Lasso problems with zero-sum constraint

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