Random Block Coordinate Descent Methods for Linearly Constrained Optimization over Networks
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DOI: 10.1007/s10957-016-1058-z
Abstract: In this paper we develop random block coordinate descent methods for minimizing large-scale linearly constrained convex problems over networks. Since coupled constraints appear in the problem, we devise an algorithm that updates in parallel at… read more here.
Keywords: linearly constrained; descent methods; coordinate descent; random block ... See more keywords