Cassioli, A.; Di Lorenzo, D.; Sciandrone, M. - In: European Journal of Operational Research 231 (2013) 2, pp. 274-281
We consider the problem of minimizing a smooth function over a feasible set defined as the Cartesian product of convex compact sets. We assume that the dimension of each factor set is huge, so we are interested in studying inexact block coordinate descent methods (possibly combined with column...