Coordinate-Update Algorithms can Efficiently Detect Infeasible Optimization Problems
From MaRDI portal
Abstract: Coordinate update/descent algorithms are widely used in large-scale optimization due to their low per-iteration cost and scalability, but their behavior on infeasible or misspecified problems has not been much less than algorithms that use full updates. For coordinate-update methods to be as widely adopted to the extent that they can be used as engines of general-purpose solvers, it is necessary to also understand their behavior under pathological problem instances. In this work, we show that the normalized iterates of randomized coordinate-update fixed-point iterations (RC-FPI) converge to the infimal displacement vector and use this result to design an efficient infeasibility detection method. We then extend the analysis to the setup where the coordinates are defined by non-orthonormal bases using the Friedrichs angle and then apply the machinery to decentralized optimization problems.
This page was built for publication: Coordinate-Update Algorithms can Efficiently Detect Infeasible Optimization Problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6437322)
