A coordinate gradient descent method for nonsmooth separable minimization
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Publication:959979
Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Decomposition methods (49M27)
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- A coordinate gradient descent method for nonsmooth separable minimization
- A generalized proximal point algorithm for certain non-convex minimization problems
- A method for minimizing the sum of a convex function and a continuously differentiable function
- A minimization method for the sum of a convex function and a continuously differentiable function
- A model algorithm for composite nondifferentiable optimization problems
- A successive quadratic programming method for a class of constrained nonsmooth optimization problems
- Adapting to Unknown Smoothness via Wavelet Shrinkage
- Algorithm 778: L-BFGS-B
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- Convergence of a block coordinate descent method for nondifferentiable minimization
- Convex Analysis
- Descent methods for composite nondifferentiable optimization problems
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- Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem
- Error bounds and convergence analysis of feasible descent methods: A general approach
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Ideal spatial adaptation by wavelet shrinkage
- Iterative Solution of Nonlinear Equations in Several Variables
- Large scale kernel regression via linear programming
- Linear convergence of epsilon-subgradient descent methods for a class of convex functions
- Mathematical Programming for Data Mining: Formulations and Challenges
- Model Selection and Estimation in Regression with Grouped Variables
- Numerical Optimization
- On search directions for minimization algorithms
- On the Accurate Identification of Active Constraints
- On the Convergence Rate of Dual Ascent Methods for Linearly Constrained Convex Minimization
- On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization
- On the Rate of Convergence of a Partially Asynchronous Gradient Projection Algorithm
- On the Solution of Large Quadratic Programming Problems with Bound Constraints
- On the Statistical Analysis of Smoothing by Maximizing Dirty Markov Random Field Posterior Distributions
- On the convergence of the block nonlinear Gauss-Seidel method under convex constraints
- Parallel Gradient Distribution in Unconstrained Optimization
- Parallel Variable Distribution
- Parallel Variable Transformation in Unconstrained Optimization
- Parallel gradient projection successive overrelaxation for symmetric linear complementarity problems and linear programs
- Some continuity properties of polyhedral multifunctions
- Sparsity-preserving SOR algorithms for separable quadratic and linear programming
- Testing Unconstrained Optimization Software
- The Group Lasso for Logistic Regression
- Trust Region Methods
- Updating Quasi-Newton Matrices with Limited Storage
- Variational Analysis
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- Split Bregman algorithms for multiple measurement vector problem
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- Weighted-average alternating minimization method for magnetic resonance image reconstruction based on compressive sensing
- Efficient random coordinate descent algorithms for large-scale structured nonconvex optimization
- Inexact successive quadratic approximation for regularized optimization
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- The cyclic block conditional gradient method for convex optimization problems
- Linear convergence of proximal gradient algorithm with extrapolation for a class of nonconvex nonsmooth minimization problems
- Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs
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- On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
- Sequential threshold control in descent splitting methods for decomposable optimization problems
- SOR- and Jacobi-type iterative methods for solving \(\ell_1 - \ell_2\) problems by way of Fenchel duality
- A coordinate-descent primal-dual algorithm with large step size and possibly nonseparable functions
- Error bounds for non-polyhedral convex optimization and applications to linear convergence of FDM and PGM
- Distributionally robust inverse covariance estimation: the Wasserstein shrinkage estimator
- A unified approach to error bounds for structured convex optimization problems
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