Does this simple coordinate descent solve linear programming in O(M^3L) operations ?
Résumé
This document presents an algorithm for linear programming whose complexity seems to be O(M^3L) with a main loop which is just a simple coordinate descent. This results, which should be validated, is interesting for linear program.
Domaines
Recherche opérationnelle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)