On the complexity analysis of randomized block-coordinate descent methods (Q494345)
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scientific article
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| English | On the complexity analysis of randomized block-coordinate descent methods |
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On the complexity analysis of randomized block-coordinate descent methods (English)
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31 August 2015
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A randomized estimate sequence technique is used to analyze the randomized block-coordinate descent (RBCD) method for the problem of minimizing the sum of two convex functions. A sharper expected-value type of convergence rate than the accelerated RBCD method of \textit{Yu. Nesterov} [SIAM J. Optim. 22, No. 2, 341--362 (2012; Zbl 1257.90073)] is established for solving unconstrained smooth convex minimization problems.
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randomized block-coordinate descent
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accelerated coordinate descent
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iteration complexity
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convergence rate
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composite minimization
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0.877228856086731
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0.8688119053840637
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0.8365077376365662
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0.8305734992027283
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0.8304130434989929
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