Adaptive coordinate sampling for stochastic primal–dual optimization

DOI10.1111/ITOR.13011MaRDI QIDQ6092496zbMATH OpenOpenAlexFDO

Authors Huikang Liu, Xiaolu Wang, Anthony Man-Cho So

Publication date 23 November 2023

Published in International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/itor.13011

zbMATH Keywords

adaptive importance samplingmachine learningprimal-dual methodsstochastic optimization algorithms

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

• A first-order primal-dual algorithm for convex problems with applications to imaging
• A general framework for a class of first order primal-dual algorithms for convex optimization in imaging science
• Efficiency of coordinate descent methods on huge-scale optimization problems
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• Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
• On optimal probabilities in stochastic coordinate descent methods
• On the complexity analysis of randomized block-coordinate descent methods
• Stochastic dual coordinate ascent methods for regularized loss minimization
• Stochastic primal-dual coordinate method for regularized empirical risk minimization

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