On the complexity analysis of randomized block-coordinate descent methods (Q494345)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the complexity analysis of randomized block-coordinate descent methods |
scientific article |
Statements
On the complexity analysis of randomized block-coordinate descent methods (English)
0 references
31 August 2015
0 references
A randomized estimate sequence technique is used to analyze the randomized block-coordinate descent (RBCD) method for the problem of minimizing the sum of two convex functions. A sharper expected-value type of convergence rate than the accelerated RBCD method of \textit{Yu. Nesterov} [SIAM J. Optim. 22, No. 2, 341--362 (2012; Zbl 1257.90073)] is established for solving unconstrained smooth convex minimization problems.
0 references
randomized block-coordinate descent
0 references
accelerated coordinate descent
0 references
iteration complexity
0 references
convergence rate
0 references
composite minimization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
