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Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization

โœ Scribed by P. Tseng


Book ID
110362022
Publisher
Springer
Year
2001
Tongue
English
Weight
116 KB
Volume
109
Category
Article
ISSN
0022-3239

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A coordinate gradient descent method for
โœ Paul Tseng; Sangwoon Yun ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Springer-Verlag ๐ŸŒ English โš– 425 KB

We consider the problem of minimizing the sum of a smooth function and a separable convex function. This problem includes as special cases bound-constrained optimization and smooth optimization with 1 -regularization. We propose a (block) coordinate gradient descent method for solving this class of