38 research outputs found
Efficient Numerical Methods to Solve Sparse Linear Equations with Application to PageRank
In this paper, we propose three methods to solve the PageRank problem for the
transition matrices with both row and column sparsity. Our methods reduce the
PageRank problem to the convex optimization problem over the simplex. The first
algorithm is based on the gradient descent in L1 norm instead of the Euclidean
one. The second algorithm extends the Frank-Wolfe to support sparse gradient
updates. The third algorithm stands for the mirror descent algorithm with a
randomized projection. We proof converges rates for these methods for sparse
problems as well as numerical experiments support their effectiveness.Comment: 26 page