  In this paper, we study two general classes of optimization algorithms for
kernel methods with convex loss function and quadratic norm regularization, and
analyze their convergence. The first approach, based on fixed-point iterations,
is simple to implement and analyze, and can be easily parallelized. The second,
based on coordinate descent, exploits the structure of additively separable
loss functions to compute solutions of line searches in closed form. Instances
of these general classes of algorithms are already incorporated into state of
the art machine learning software for large scale problems. We start from a
solution characterization of the regularized problem, obtained using
sub-differential calculus and resolvents of monotone operators, that holds for
general convex loss functions regardless of differentiability. The two
methodologies described in the paper can be regarded as instances of non-linear
Jacobi and Gauss-Seidel algorithms, and are both well-suited to solve large
scale problems.
