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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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Suggested Citation

  • 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

    as
    1. 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).
    2. 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).
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