Active-set identification with complexity guarantees of an almost cyclic 2-coordinate descent method with Armijo line search

8 Mar 2021  ·  Andrea Cristofari ·

In this paper, it is established finite active-set identification of an almost cyclic 2-coordinate descent method for problems with one linear coupling constraint and simple bounds. First, general active-set identification results are stated for non-convex objective functions... Then, under convexity and a quadratic growth condition (satisfied by any strongly convex function), complexity results on the number of iterations required to identify the active set are given. In our analysis, a simple Armijo line search is used to compute the stepsize, thus not requiring exact minimizations or additional information. read more

PDF Abstract
No code implementations yet. Submit your code now

Categories


Optimization and Control