Sequential Threshold Control in Descent Splitting Methods for Decomposable Optimization Problems

We suggest a modification of the descent splitting methods for decomposable composite optimization problems, which maintains the basic convergence properties, but enables one to reduce the computational expenses per iteration and to provide computations in a distributed manner. It consists in making coordinate-wise steps together with a special threshold control.

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Kazan Federal University, Kazan 420008, Russia; 21.11.2014

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