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math.OC2023

Analyzing and Improving Greedy 2-Coordinate Updates for Equality-Constrained Optimization via Steepest Descent in the 1-Norm

Amrutha Varshini Ramesh, Aaron Mishkin, Mark Schmidt +3

We consider minimizing a smooth function subject to a summation constraint over its variables. By exploiting a connection between the greedy 2-coordinate update for this problem an…