A non-Euclidean gradient descent method with sketching for unconstrained matrix minimization
Year of publication: |
2019
|
---|---|
Authors: | Hallak, Nadav ; Teboulle, Marc |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 47.2019, 5, p. 421-426
|
Subject: | Matrix minimization | Non-Euclidean gradient method | Matrix sketching | Convergence analysis | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Lineare Algebra | Linear algebra |
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