Iteration complexity analysis of block coordinate descent methods (Q526831)

The authors provide a unified iteration complexity analysis for a family of general Block Coordinate Descent (BCD) algorithms, covering known methods such as the block coordinate gradient descent and the block coordinate proximal gradient. The authors unify these algorithms under the so-called block successive upper-bound minimization framework and establish sublinear convergence rate of \(O(1/r)\), where \(r\) is the iteration index.