On the convergence of the block nonlinear Gauss-Seidel method under convex constraints

DOI10.1016/S0167-6377(99)00074-7zbMath0955.90128MaRDI QIDQ1977647

Luigi Grippo, Marco Sciandrone

Publication date: 17 May 2000

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

algorithmsconvergencenonlinear programmingdecomposition methodsblock Gauss-Seidel method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Decomposition methods (49M27)

Related Items

Neural blind deconvolution with Poisson data, Efficient Nonnegative Matrix Factorization Via Modified Monotone Barzilai-Borwein Method with Adaptive Step Sizes Strategy, A new nonmonotone spectral projected gradient algorithm for box-constrained optimization problems in \(m \times n\) real matrix space with application in image clustering, Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems, On multivariate randomized classification trees: \(l_0\)-based sparsity, VC dimension and decomposition methods, Tensor decompositions for the bubbles and cube numerical framework, Random Coordinate Descent Methods for Nonseparable Composite Optimization, Buffered and reduced multidimensional distribution functions and their application in optimization, Analysis of a variable metric block coordinate method under proximal errors, Estimation of Ordinary Differential Equation Models with Discretization Error Quantification, A generic coordinate descent solver for non-smooth convex optimisation, On the rate of convergence of the proximal alternating linearized minimization algorithm for convex problems, A convergent decomposition method for box-constrained optimization problems, Primal explicit max margin feature selection for nonlinear support vector machines, Multi-standard quadratic optimization: Interior point methods and cone programming reformulation, An Algorithm for Maximizing a Convex Function Based on Its Minimum, Fast inference of individual admixture coefficients using geographic data, Sparse topical analysis of dyadic data using matrix tri-factorization, Quadratic scalarization for decomposed multiobjective optimization, Optimal estimation of sensor biases for asynchronous multi-sensor data fusion, Matrix completion via a low rank factorization model and an augmented Lagrangean succesive overrelaxation algorithm, A regularized alternating least-squares method for minimizing a sum of squared Euclidean norms with rank constraint, Inertial alternating direction method of multipliers for non-convex non-smooth optimization, On the convergence of a modified version of SVM^lightalgorithm, Modified subspace Barzilai-Borwein gradient method for non-negative matrix factorization, DC-NMF: nonnegative matrix factorization based on divide-and-conquer for fast clustering and topic modeling, Semi-blind image deblurring by a proximal alternating minimization method with convergence guarantees, A classification of methods for distributed system optimization based on formulation structure, Multi-modality in augmented Lagrangian coordination for distributed optimal design, A storm of feasibility pumps for nonconvex MINLP, Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization, On computing the distance to stability for matrices using linear dissipative Hamiltonian systems, A block symmetric Gauss-Seidel decomposition theorem for convex composite quadratic programming and its applications, A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems, A convergent algorithm for bi-orthogonal nonnegative matrix tri-factorization, Some convergence results on the regularized alternating least-squares method for tensor decomposition, Musings on multilinear fitting, NMF versus ICA for blind source separation, Proximal alternating linearized minimization for nonconvex and nonsmooth problems, The blockwise coordinate descent method for integer programs, On the convergence of asynchronous parallel iteration with unbounded delays, Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems, Optimal Point Sets for Quasi-Monte Carlo Integration of Bivariate Periodic Functions with Bounded Mixed Derivatives, Novel Algorithm for Non-Negative Matrix Factorization, Bi-level optimization for customized bus routing serving passengers with multiple-trips based on state-space-time network, A new necessary and sufficient global optimality condition for canonical DC problems, Solving a low-rank factorization model for matrix completion by a nonlinear successive over-relaxation algorithm, Efficient nonnegative matrix factorization via projected Newton method, On global convergence of alternating least squares for tensor approximation, An automatic \(L_1\)-based regularization method for the analysis of FFC dispersion profiles with quadrupolar peaks, Quadratic regularization projected Barzilai-Borwein method for nonnegative matrix factorization, A general framework for predictive tensor modeling with domain knowledge, A proximal ANLS algorithm for nonnegative tensor factorization with a periodic enhanced line search., Bound alternative direction optimization for image deblurring, Alternating Proximal Regularized Dictionary Learning, Worst-case complexity of cyclic coordinate descent: \(O(n^2)\) gap with randomized version, Properties and methods for finding the best rank-one approximation to higher-order tensors, A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for \(\ell_1\)-regularized least-squares, A cyclic block coordinate descent method with generalized gradient projections, An alternating nonmonotone projected Barzilai-Borwein algorithm of nonnegative factorization of big matrices, Convergent Decomposition Techniques for Training RBF Neural Networks, A convergent decomposition algorithm for support vector machines, A coordinate gradient descent method for nonsmooth separable minimization, Iteration complexity analysis of block coordinate descent methods, An alternating direction algorithm for matrix completion with nonnegative factors, On the convergence of a Jacobi-type algorithm for singly linearly-constrained problems subject to simple bounds, An adaptive procedure for the global minimization of a class of polynomial functions, An introduction to continuous optimization for imaging, Sparse trace norm regularization, Dictionary learning based on nonnegative matrix factorization using parallel coordinate descent, Outer approximation algorithms for canonical DC problems, Projected gradient method for kernel discriminant nonnegative matrix factorization and the applications, Projected Gradient Methods for Nonnegative Matrix Factorization, Numerical method for the generalized nonnegative tensor factorization problem, Minimal-norm static feedbacks using dissipative Hamiltonian matrices, A block coordinate variable metric linesearch based proximal gradient method, Algorithms for positive semidefinite factorization, Non-negative matrix factorization under equality constraints -- a study of industrial source identification, A convergent algorithm for orthogonal nonnegative matrix factorization, Block Coordinate Descent Methods for Semidefinite Programming, Toward fast transform learning, An Efficient Inexact ABCD Method for Least Squares Semidefinite Programming, Bounded Matrix Low Rank Approximation, Double fused Lasso regularized regression with both matrix and vector valued predictors, Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization, Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate, Algorithms for nonnegative matrix and tensor factorizations: a unified view based on block coordinate descent framework, A continuous characterization of the maximum-edge biclique problem, A block inertial Bregman proximal algorithm for nonsmooth nonconvex problems with application to symmetric nonnegative matrix tri-factorization, Computational Methods for Solving Nonconvex Block-Separable Constrained Quadratic Problems, Active set type algorithms for nonnegative matrix factorization in hyperspectral unmixing, A remark on accelerated block coordinate descent for computing the proximity operators of a sum of convex functions, Fast Projection‐Based Methods for the Least Squares Nonnegative Matrix Approximation Problem, Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization, Analysis on a Nonnegative Matrix Factorization and Its Applications, A Block Successive Upper-Bound Minimization Method of Multipliers for Linearly Constrained Convex Optimization, Algorithms and applications for approximate nonnegative matrix factorization, A variational proximal alternating linearized minimization in a given metric for limited-angle CT image reconstruction, A Gauss-Seidel type inertial proximal alternating linearized minimization for a class of nonconvex optimization problems, Decomposition algorithms for generalized potential games, Block-simultaneous direction method of multipliers: a proximal primal-dual splitting algorithm for nonconvex problems with multiple constraints, A proximal point like method for solving tensor least-squares problems, Adaptive computation of the symmetric nonnegative matrix factorization (SymNMF), Improved row-by-row method for binary quadratic optimization problems, Structured Latent Factor Analysis for Large-scale Data: Identifiability, Estimability, and Their Implications, An efficient monotone projected Barzilai-Borwein method for nonnegative matrix factorization, A decomposition method for Lasso problems with zero-sum constraint, Control analysis and design via randomised coordinate polynomial minimisation, On the rate of convergence of alternating minimization for non-smooth non-strongly convex optimization in Banach spaces, Parallel matrix factorization for low-rank tensor completion, On the convergence of inexact block coordinate descent methods for constrained optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Decomposition algorithm for convex differentiable minimization
• On the convergence of the coordinate descent method for convex differentiable minimization
• Asymptotic properties of the Fenchel dual functional and applications to decomposition problems
• Decomposition methods for differentiable optimization problems over Cartesian product sets
• A cutting plane algorithm for solving bilinear programs
• Maximization of A convex quadratic function under linear constraints
• Globally convergent block-coordinate techniques for unconstrained optimization
• Partial Proximal Minimization Algorithms for Convex Pprogramming
• Convergence Conditions for Nonlinear Programming Algorithms
• Note—A Note on the Cyclic Coordinate Ascent Method
• On search directions for minimization algorithms