Parallel random block-coordinate forward–backward algorithm: a unified convergence analysis

We study the block-coordinate forward–backward algorithm in which the blocks are updated in a random and possibly parallel manner, according to arbitrary probabilities. The algorithm allows different stepsizes along the block-coordinates to fully exploit the smoothness properties of the objective fu...

Full description

Saved in:

Bibliographic Details
Published in:	Mathematical programming Vol. 193; no. 1; pp. 225 - 269
Main Authors:	Salzo, Saverio, Villa, Silvia
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2022 Springer Springer Nature B.V
Subjects:	Algorithms Analysis Calculus of Variations and Optimal Control; Optimization Combinatorics Convergence Convexity Error analysis Full Length Paper Mathematical and Computational Physics Mathematical Methods in Physics Mathematics Mathematics and Statistics Mathematics of Computing Numerical Analysis Smoothness Theoretical Random block-coordinate descent 65K05 Convex optimization 90C25 Convergence rates Error bounds 90C06 49M27 Arbitrary sampling Stochastic quasi-Fejér sequences Parallel algorithms Forward–backward algorithm
ISSN:	0025-5610, 1436-4646
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!