Efficient Accelerated Coordinate Descent Methods and Faster Algorithms for Solving Linear Systems

@article{Lee2013EfficientAC,
  title={Efficient Accelerated Coordinate Descent Methods and Faster Algorithms for Solving Linear Systems},
  author={Yin Tat Lee and Aaron Sidford},
  journal={2013 IEEE 54th Annual Symposium on Foundations of Computer Science},
  year={2013},
  pages={147-156}
}
  • Yin Tat Lee, Aaron Sidford
  • Published 2013
  • Computer Science, Mathematics
  • 2013 IEEE 54th Annual Symposium on Foundations of Computer Science
  • In this paper we show how to accelerate randomized coordinate descent methods and achieve faster convergence rates without paying per-iteration costs in asymptotic running time. In particular, we show how to generalize and efficiently implement a method proposed by Nesterov, giving faster asymptotic running times for various algorithms that use standard coordinate descent as a black box. In addition to providing a proof of convergence for this new general method, we show that it is numerically… CONTINUE READING

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