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Published in 2020 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-019-00137-2
Abstract: We propose new restarting strategies for the accelerated coordinate descent method. Our main contribution is to show that for a well chosen sequence of restarting times, the restarted method has a nearly geometric rate of…
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Keywords:
coordinate descent;
restarting accelerated;
method;
accelerated coordinate ... See more keywords