A unified algorithmic framework for block-structured optimization involving big data: With applications in machine learning and signal processing

M Hong, M Razaviyayn, ZQ Luo… - IEEE Signal Processing …, 2015 - ieeexplore.ieee.org
This article presents a powerful algorithmic framework for big data optimization, called the
block successive upper-bound minimization (BSUM). The BSUM includes as special cases …

On variance reduction in stochastic gradient descent and its asynchronous variants

SJ Reddi, A Hefny, S Sra, B Poczos… - Advances in neural …, 2015 - proceedings.neurips.cc
We study optimization algorithms based on variance reduction for stochastic
gradientdescent (SGD). Remarkable recent progress has been made in this …

Random block coordinate descent methods for linearly constrained optimization over networks

I Necoara, Y Nesterov, F Glineur - Journal of Optimization Theory and …, 2017 - Springer
In this paper we develop random block coordinate descent methods for minimizing large-
scale linearly constrained convex problems over networks. Since coupled constraints …

[PDF][PDF] Accelerated Stochastic Block Coordinate Gradient Descent for Sparsity Constrained Nonconvex Optimization.

J Chen, Q Gu - UAI, 2016 - auai.org
We propose an accelerated stochastic block coordinate descent algorithm for nonconvex
optimization under sparsity constraint in the high dimensional regime. The core of our …

Accelerated stochastic block coordinate descent with optimal sampling

A Zhang, Q Gu - Proceedings of the 22nd ACM SIGKDD International …, 2016 - dl.acm.org
We study the composite minimization problem where the objective function is the sum of two
convex functions: one is the sum of a finite number of strongly convex and smooth functions …

PolyCD: Optimization via Cycling through the Vertices of a Polytope

R Mazumder, H Wang - SIAM Journal on Optimization, 2024 - SIAM
We consider the minimization of a convex function over a bounded polyhedral constraint set
where the number of vertices of the polyhedron is not too large such as the-ball and the …

Convergence analysis of prediction markets via randomized subspace descent

R Frongillo, MD Reid - Advances in Neural Information …, 2015 - proceedings.neurips.cc
Prediction markets are economic mechanisms for aggregating information about future
events through sequential interactions with traders. The pricing mechanisms in these …

An almost cyclic 2-coordinate descent method for singly linearly constrained problems

A Cristofari - Computational Optimization and Applications, 2019 - Springer
A block decomposition method is proposed for minimizing a (possibly non-convex)
continuously differentiable function subject to one linear equality constraint and simple …

Randomized sketch descent methods for non-separable linearly constrained optimization

I Necoara, M Takáč - IMA Journal of Numerical Analysis, 2021 - academic.oup.com
In this paper we consider large-scale smooth optimization problems with multiple linear
coupled constraints. Due to the non-separability of the constraints, arbitrary random …

[HTML][HTML] Laplacian-based semi-Supervised learning in multilayer hypergraphs by coordinate descent

S Venturini, A Cristofari, F Rinaldi, F Tudisco - EURO Journal on …, 2023 - Elsevier
Abstract Graph Semi-Supervised learning is an important data analysis tool, where given a
graph and a set of labeled nodes, the aim is to infer the labels to the remaining unlabeled …