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math.OC2021
Active-set identification with complexity guarantees of an almost cyclic 2-coordinate descent method with Armijo line search
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…
math.OC2020
A derivative-free method for structured optimization problems
Andrea Cristofari, Francesco Rinaldi
Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms,…
math.OC2018
An almost cyclic 2-coordinate descent method for singly linearly constrained problems
Andrea Cristofari
A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on…