Rachael Tappenden (University of Edinburgh)

Inexact coordinate descent: Complexity and preconditioning
Wednesday 14 November 2012 at 16.00, JCMB 5215

Abstract

In this work we consider a block coordinate descent method that uses an "inexact" update. We present iteration complexity results for the new method, and study how the update step can be sped up through the use of preconditioning.

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