On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems
The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criteri...
Ausführliche Beschreibung
Autor*in: |
Zhang, Jianhua [verfasserIn] Guo, Jinghui [verfasserIn] |
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Format: |
E-Artikel |
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Sprache: |
Englisch |
Erschienen: |
2020 |
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Schlagwörter: |
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Übergeordnetes Werk: |
Enthalten in: Applied numerical mathematics - Amsterdam [u.a.] : Elsevier, 1985, 157, Seite 372-384 |
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Übergeordnetes Werk: |
volume:157 ; pages:372-384 |
DOI / URN: |
10.1016/j.apnum.2020.06.014 |
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Katalog-ID: |
ELV004492692 |
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520 | |a The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. | ||
650 | 4 | |a Linear least-squares problem | |
650 | 4 | |a Greedy randomized coordinate descent | |
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700 | 1 | |a Guo, Jinghui |e verfasserin |4 aut | |
773 | 0 | 8 | |i Enthalten in |t Applied numerical mathematics |d Amsterdam [u.a.] : Elsevier, 1985 |g 157, Seite 372-384 |h Online-Ressource |w (DE-627)266888879 |w (DE-600)1468770-7 |w (DE-576)075962314 |7 nnns |
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10.1016/j.apnum.2020.06.014 doi (DE-627)ELV004492692 (ELSEVIER)S0168-9274(20)30196-3 DE-627 ger DE-627 rda eng 510 DE-600 31.76 bkl Zhang, Jianhua verfasserin aut On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems 2020 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. Linear least-squares problem Greedy randomized coordinate descent Relaxation Guo, Jinghui verfasserin aut Enthalten in Applied numerical mathematics Amsterdam [u.a.] : Elsevier, 1985 157, Seite 372-384 Online-Ressource (DE-627)266888879 (DE-600)1468770-7 (DE-576)075962314 nnns volume:157 pages:372-384 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_224 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4313 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4393 31.76 Numerische Mathematik AR 157 372-384 |
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10.1016/j.apnum.2020.06.014 doi (DE-627)ELV004492692 (ELSEVIER)S0168-9274(20)30196-3 DE-627 ger DE-627 rda eng 510 DE-600 31.76 bkl Zhang, Jianhua verfasserin aut On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems 2020 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. Linear least-squares problem Greedy randomized coordinate descent Relaxation Guo, Jinghui verfasserin aut Enthalten in Applied numerical mathematics Amsterdam [u.a.] : Elsevier, 1985 157, Seite 372-384 Online-Ressource (DE-627)266888879 (DE-600)1468770-7 (DE-576)075962314 nnns volume:157 pages:372-384 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_224 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4313 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4393 31.76 Numerische Mathematik AR 157 372-384 |
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10.1016/j.apnum.2020.06.014 doi (DE-627)ELV004492692 (ELSEVIER)S0168-9274(20)30196-3 DE-627 ger DE-627 rda eng 510 DE-600 31.76 bkl Zhang, Jianhua verfasserin aut On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems 2020 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. Linear least-squares problem Greedy randomized coordinate descent Relaxation Guo, Jinghui verfasserin aut Enthalten in Applied numerical mathematics Amsterdam [u.a.] : Elsevier, 1985 157, Seite 372-384 Online-Ressource (DE-627)266888879 (DE-600)1468770-7 (DE-576)075962314 nnns volume:157 pages:372-384 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_224 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4313 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4393 31.76 Numerische Mathematik AR 157 372-384 |
allfieldsGer |
10.1016/j.apnum.2020.06.014 doi (DE-627)ELV004492692 (ELSEVIER)S0168-9274(20)30196-3 DE-627 ger DE-627 rda eng 510 DE-600 31.76 bkl Zhang, Jianhua verfasserin aut On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems 2020 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. Linear least-squares problem Greedy randomized coordinate descent Relaxation Guo, Jinghui verfasserin aut Enthalten in Applied numerical mathematics Amsterdam [u.a.] : Elsevier, 1985 157, Seite 372-384 Online-Ressource (DE-627)266888879 (DE-600)1468770-7 (DE-576)075962314 nnns volume:157 pages:372-384 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_224 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4313 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4393 31.76 Numerische Mathematik AR 157 372-384 |
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10.1016/j.apnum.2020.06.014 doi (DE-627)ELV004492692 (ELSEVIER)S0168-9274(20)30196-3 DE-627 ger DE-627 rda eng 510 DE-600 31.76 bkl Zhang, Jianhua verfasserin aut On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems 2020 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. Linear least-squares problem Greedy randomized coordinate descent Relaxation Guo, Jinghui verfasserin aut Enthalten in Applied numerical mathematics Amsterdam [u.a.] : Elsevier, 1985 157, Seite 372-384 Online-Ressource (DE-627)266888879 (DE-600)1468770-7 (DE-576)075962314 nnns volume:157 pages:372-384 GBV_USEFLAG_U SYSFLAG_U GBV_ELV SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_63 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_224 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2038 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2065 GBV_ILN_2068 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2113 GBV_ILN_2118 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2147 GBV_ILN_2148 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2336 GBV_ILN_2507 GBV_ILN_2522 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4313 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4393 31.76 Numerische Mathematik AR 157 372-384 |
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on relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems |
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On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems |
abstract |
The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. |
abstractGer |
The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. |
abstract_unstemmed |
The greedy randomized coordinate descent (GRCD) method is an effective iterative method for solving large linear least-squares problems. In this work, we construct a class of relaxed greedy randomized coordinate descent (RGRCD) methods by introducing a relaxation parameter in the probability criterion. Then, we prove the convergence properties of these methods when the coefficient matrix of the linear least-squares problems is of full column rank, with the number of rows being no less than the number of columns. In addition, we propose a max-distance coordinate descent (CD) method, and study its convergence properties and accelerated version. Finally, we provide some numerical experiments to confirm the effectiveness of our new methods. |
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On relaxed greedy randomized coordinate descent methods for solving large linear least-squares problems |
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