A Coordinate Gradient Descent Method for Structured Nonsmooth Optimization
Sangwoon Yun
Broschiertes Buch

A Coordinate Gradient Descent Method for Structured Nonsmooth Optimization

Theory and Applications

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Nonsmooth optimization problems are generally considered to be more difficult than smooth problems. Yet, there is an important class of nonsmooth problems that lie in between. In this book, we consider the problem of minimizing the sum of a smooth function and a (block separable) convex function with or without linear constraints. This problem includes as special cases bound-constrained optimization, smooth optimization with L_1-regularization, and linearly constrained smooth optimization such as a large-scale quadratic programming problem arising in the training of support vector machines. We...