A coordinate gradient descent method for nonsmooth nonseparable minimization

DOI10.4208/NMTMA.2009.M9002SMaRDI QIDQ3571748zbMATH OpenOpenAlexWikidataFDO

Authors Zheng-Jian Bai, Liqun Qi, Michael Ng

Publication date 8 July 2010

Published in Numerical Mathematics: Theory, Methods and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4208/nmtma.2009.m9002s

zbMATH Keywords

coordinate descentglobal convergencelinear convergence rate

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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• Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization
• Grouped coordinate minimization using Newton's method for inexact minimization in one vector coordinate
• A coordinate descent method for total variation minimization
• Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
• An accelerated coordinate gradient descent algorithm for non-separable composite optimization
• Block-coordinate primal-dual method for nonsmooth minimization over linear constraints
• Coordinate and subspace optimization methods for linear least squares with non-quadratic regularization
• A coordinate descent homotopy method for linearly constrained nonsmooth convex minimization
• Block coordinate proximal gradient methods with variable Bregman functions for nonsmooth separable optimization
• A generic coordinate descent solver for non-smooth convex optimisation
• On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization
• Coordinate descent methods beyond smoothness and separability
• Synthesis of quantum circuits based on supervised learning and correlations
• Descent gradient methods for nonsmooth minimization problems in ill-posed problems
• A coordinate gradient descent method for nonsmooth separable minimization

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