A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints.
Ion NecoaraAndrei PatrascuPublished in: Comput. Optim. Appl. (2014)
Keyphrases
- objective function
- optimization problems
- cost function
- constrained optimization
- optimal solution
- detection algorithm
- np hard
- multiple constraints
- computational complexity
- k means
- knapsack problem
- simulated annealing
- closed form
- segmentation algorithm
- learning algorithm
- optimization criteria
- linear complexity
- optimization algorithm
- convergence rate
- dynamic programming
- multi objective
- evolutionary algorithm
- lower bound
- preprocessing
- metaheuristic
- expectation maximization
- optimization method
- combinatorial optimization
- greedy algorithm
- linear programming
- optimization methods
- randomly generated
- geometric constraints
- primal dual
- steepest descent method