Block coordinate descent for smooth nonconvex constrained minimization
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Abstract: At each iteration of a Block Coordinate Descent method one minimizes an approximation of the objective function with respect to a generally small set of variables subject to constraints in which these variables are involved. The unconstrained case and the case in which the constraints are simple were analyzed in the recent literature. In this paper we address the problem in which block constraints are not simple and, moreover, the case in which they are not defined by global sets of equations and inequations. A general algorithm that minimizes quadratic models with quadratric regularization over blocks of variables is defined and convergence and complexity are proved. In particular, given tolerances and for feasibility/complementarity and optimality, respectively, it is shown that a measure of -criticality tends to zero; and the the number of iterations and functional evaluations required to achieve -criticality is . Numerical experiments in which the proposed method is used to solve a continuous version of the traveling salesman problem are presented.
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Cites work
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- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
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Cited in
(14)- On complexity and convergence of high-order coordinate descent algorithms for smooth nonconvex box-constrained minimization
- The blockwise coordinate descent method for integer programs
- Markov chain block coordinate descent
- On the convergence of inexact block coordinate descent methods for constrained optimization
- Accelerated block-coordinate relaxation for regularized optimization
- A block-coordinate descent method for linearly constrained minimization problem
- Acceleration of block coordinate descent method achieves the $\bm{O(\frac{1}{k^2})}$ rate of convergence for a convex function with block coordinate strong convexity
- Convergence of a block coordinate descent method for nondifferentiable minimization
- Convergence of Gradient-Based Block Coordinate Descent Algorithms for Nonorthogonal Joint Approximate Diagonalization of Matrices
- Laplacian-based semi-supervised learning in multilayer hypergraphs by coordinate descent
- A partially derivative-free cyclic block coordinate descent method for nonseparable composite optimization
- A concise and friendly introduction to the analysis of algorithms for continuous nonlinear optimization
- An augmented Lagrangian-based method using primitive directions for mixed-integer nonlinear problems
- Optimization tools for PDE-informed regression in river model training
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