- Scale-RCD is a set of random/greedy coordinate descent methods for solving large-scale convex composite optimization problems. It also contains two test application settings and their associated datasets.
- It is implemented in C and Matlab
- It can be downloaded here
- References:
I. Necoara, A. Patrascu, A random coordinate descent algorithm for optimization problems with composite objective function and linear coupled constraints, Computational Optimization and Applications, 2014.
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