Restarting the accelerated coordinate descent method with a rough strong convexity estimate
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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… read more here.
Keywords: coordinate descent; restarting accelerated; method; accelerated coordinate ... See more keywords