Hybrid Random/Deterministic Parallel Algorithms for Convex and Nonconvex Big Data Optimization

DOI10.1109/TSP.2015.2436357MaRDI QIDQ4580706zbMATH OpenOpenAlexFDO

Authors Amir Daneshmand, Francisco Facchinei, Vyacheslav Kungurtsev, Gesualdo Scutari

Publication date 22 August 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2015.2436357

Mathematics Subject Classification ID

Convex programming (90C25) Parallel numerical computation (65Y05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Nonconvex programming, global optimization (90C26)

Cited in

(11)

• Parallel coordinate descent methods for big data optimization
• \(\mathrm{L_1RIP}\)-based robust compressed sensing
• Newton-like method with diagonal correction for distributed optimization
• A fast active set block coordinate descent algorithm for \(\ell_1\)-regularized least squares
• A flexible coordinate descent method
• Asynchronous parallel algorithms for nonconvex optimization
• A primal Douglas-Rachford splitting method for the constrained minimization problem in compressive sensing
• Decentralized dictionary learning over time-varying digraphs
• A stochastic averaging gradient algorithm with multi‐step communication for distributed optimization
• Ghost penalties in nonconvex constrained optimization: diminishing stepsizes and iteration complexity
• A framework for parallel second order incremental optimization algorithms for solving partially separable problems

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