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Convergence rate analysis of randomized and cyclic coordinate descent for convex optimization through semidefinite programming

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  • Abbaszadehpeivasti, Hadi

    (Tilburg University, School of Economics and Management)

  • de Klerk, Etienne

    (Tilburg University, School of Economics and Management)

  • Zamani, Moslem

    (Tilburg University, School of Economics and Management)

Abstract

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  • Abbaszadehpeivasti, Hadi & de Klerk, Etienne & Zamani, Moslem, 2023. "Convergence rate analysis of randomized and cyclic coordinate descent for convex optimization through semidefinite programming," Other publications TiSEM 88512ac0-c26a-4a99-b840-3, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:88512ac0-c26a-4a99-b840-3171c0eef17b
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    References listed on IDEAS

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    1. NESTEROV, Yurii, 2012. "Efficiency of coordinate descent methods on huge-scale optimization problems," LIDAM Reprints CORE 2511, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. De Klerk, Etienne & Glineur, François & Taylor, Adrien B., 2020. "Worst-Case Convergence Analysis of Inexact Gradient and Newton Methods Through Semidefinite Programming Performance Estimation," LIDAM Reprints CORE 3134, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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