Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization
DOI10.1007/S10107-015-0969-ZzbMATH Open1352.49032OpenAlexW2279141731MaRDI QIDQ344922FDOQ344922
Authors: Xiaoqin Hua, Nobuo Yamashita 
Publication date: 25 November 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0969-z
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cites Work
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- Introductory lectures on convex optimization. A basic course.
- The Group Lasso for Logistic Regression
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- A coordinate gradient descent method for nonsmooth separable minimization
- Approximation accuracy, gradient methods, and error bound for structured convex optimization
- Accelerated block-coordinate relaxation for regularized optimization
- Convergence Analysis of a Proximal-Like Minimization Algorithm Using Bregman Functions
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- A sequential quadratic programming algorithm for nonconvex, nonsmooth constrained optimization
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- On the Solution of Large Quadratic Programming Problems with Bound Constraints
Cited In (6)
- Blocks of coordinates, stochastic programming, and markets
- Bregman methods for large-scale optimization with applications in imaging
- Testing and non-linear preconditioning of the proximal point method
- Block coordinate descent for smooth nonconvex constrained minimization
- Emergence of price-taking behavior
- The convergence properties of infeasible inexact proximal alternating linearized minimization
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