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...

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Vydáno v:	Mathematical programming Ročník 193; číslo 1; s. 225 - 269
Hlavní autoři:	Salzo, Saverio, Villa, Silvia
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2022 Springer Springer Nature B.V
Témata:	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
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