Analyzing random permutations for cyclic coordinate descent
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Publication:5113666
DOI10.1090/mcom/3530zbMath1442.65049arXiv1706.00908OpenAlexW3006529314MaRDI QIDQ5113666
Ching-pei Lee, Stephen J. Wright
Publication date: 15 June 2020
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.00908
Convex programming (90C25) Iterative numerical methods for linear systems (65F10) Randomized algorithms (68W20)
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Cyclic Coordinate Dual Averaging with Extrapolation, Randomized Block Adaptive Linear System Solvers, Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency, On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization, Inexact variable metric stochastic block-coordinate descent for regularized optimization, Two Symmetrized Coordinate Descent Methods Can Be $O(n^2)$ Times Slower Than the Randomized Version, An Implicit Representation and Iterative Solution of Randomly Sketched Linear Systems, Distributed block-diagonal approximation methods for regularized empirical risk minimization
Cites Work
- Efficiency of Coordinate Descent Methods on Huge-Scale Optimization Problems
- On Faster Convergence of Cyclic Block Coordinate Descent-type Methods for Strongly Convex Minimization
- Stochastic Dual Coordinate Ascent Methods for Regularized Loss Minimization
- On the Convergence of Block Coordinate Descent Type Methods
- Random permutations fix a worst case for cyclic coordinate descent
