Coordinate descent algorithms

Coordinate descent algorithms solve optimization problems by successively performing approximate minimization along coordinate directions or coordinate hyperplanes. They have been used in applications for many years, and their popularity continues to grow because of their usefulness in data analysis...

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Bibliographic Details
Published in:	Mathematical programming Vol. 151; no. 1; pp. 3 - 34
Main Author:	Wright, Stephen J.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.06.2015 Springer Nature B.V
Subjects:	Algorithms Calculus of Variations and Optimal Control; Optimization Combinatorics Full Length Paper Linear equations Machine learning Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Optimization Optimization algorithms Studies Theoretical United States > US Parallel numerical computing 49M20 Randomized algorithms 90C25 Coordinate descent
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
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