On the iteration complexity of cyclic coordinate gradient descent methods

DOI10.1137/130937755MaRDI QIDQ2934490zbMATH OpenOpenAlexFDO

Authors Sangwoon Yun

Publication date 12 December 2014

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/130937755

zbMATH Keywords

convergence rategradient descent methodnonsmooth convex minimization

Mathematics Subject Classification ID

Decomposition methods (49M27) Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

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(17)

• A cyclic block coordinate descent method with generalized gradient projections
• Inexact variable metric stochastic block-coordinate descent for regularized optimization
• Cyclic coordinate descent in the Hölder smooth setting
• Worst-case complexity of cyclic coordinate descent: O(n^2) gap with randomized version
• An almost cyclic 2-coordinate descent method for singly linearly constrained problems
• The cyclic block conditional gradient method for convex optimization problems
• scientific article; zbMATH DE number 4078635 (Why is no real title available?)
• scientific article; zbMATH DE number 4102421 (Why is no real title available?)
• On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
• Iteration complexity analysis of block coordinate descent methods
• On the Nonasymptotic Convergence of Cyclic Coordinate Descent Methods
• A coordinate gradient descent method for \(\ell_{1}\)-regularized convex minimization
• On the convergence of block coordinate descent type methods
• Iteration complexity of a block coordinate gradient descent method for convex optimization
• A generic coordinate descent solver for non-smooth convex optimisation
• Local linear convergence of proximal coordinate descent algorithm
• A coordinate gradient descent method for nonsmooth separable minimization

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