A unified algorithmic framework for block-structured optimization involving big data: With applications in machine learning and signal processing
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 …
block successive upper-bound minimization (BSUM). The BSUM includes as special cases …
On variance reduction in stochastic gradient descent and its asynchronous variants
We study optimization algorithms based on variance reduction for stochastic
gradientdescent (SGD). Remarkable recent progress has been made in this …
gradientdescent (SGD). Remarkable recent progress has been made in this …
Random block coordinate descent methods for linearly constrained optimization over networks
In this paper we develop random block coordinate descent methods for minimizing large-
scale linearly constrained convex problems over networks. Since coupled constraints …
scale linearly constrained convex problems over networks. Since coupled constraints …
[PDF][PDF] Accelerated Stochastic Block Coordinate Gradient Descent for Sparsity Constrained Nonconvex Optimization.
We propose an accelerated stochastic block coordinate descent algorithm for nonconvex
optimization under sparsity constraint in the high dimensional regime. The core of our …
optimization under sparsity constraint in the high dimensional regime. The core of our …
Accelerated stochastic block coordinate descent with optimal sampling
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 …
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 …
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
Prediction markets are economic mechanisms for aggregating information about future
events through sequential interactions with traders. The pricing mechanisms in these …
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 …
continuously differentiable function subject to one linear equality constraint and simple …
Randomized sketch descent methods for non-separable linearly constrained optimization
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 …
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
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 …
graph and a set of labeled nodes, the aim is to infer the labels to the remaining unlabeled …