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In this paper we propose a distributed version of a randomized block-coordinate descent method for minimizing the sum of a partially separable smooth convex function and a fully separable non-smooth convex function. Under the assumption of…

Optimization and Control · Mathematics 2015-11-23 Ion Necoara , Dragos Clipici

In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-accurate solution with probability at…

Optimization and Control · Mathematics 2011-07-15 Peter Richtárik , Martin Takáč

This work presents a parallel variant of the algorithm introduced in [Acceleration of block coordinate descent methods with identification strategies Comput. Optim. Appl. 72(3):609--640, 2019] to minimize the sum of a partially separable…

Optimization and Control · Mathematics 2025-08-06 Ronaldo Lopes , Sandra A. Santos , Paulo J. S. Silva

We propose a new stochastic coordinate descent method for minimizing the sum of convex functions each of which depends on a small number of coordinates only. Our method (APPROX) is simultaneously Accelerated, Parallel and PROXimal; this is…

Optimization and Control · Mathematics 2014-03-04 Olivier Fercoq , Peter Richtárik

The design and complexity analysis of randomized coordinate descent methods, and in particular of variants which update a random subset (sampling) of coordinates in each iteration, depends on the notion of expected separable…

Optimization and Control · Mathematics 2015-05-29 Zheng Qu , Peter Richtárik

In this paper we present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm…

Optimization and Control · Mathematics 2015-05-11 Kimon Fountoulakis , Rachael Tappenden

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…

Optimization and Control · Mathematics 2018-02-28 Kimon Fountoulakis , Rachael Tappenden

A block decomposition method is proposed for minimizing a (possibly non-convex) continuously differentiable function subject to one linear equality constraint and simple bounds on the variables. The proposed method iteratively selects a…

Optimization and Control · Mathematics 2019-03-06 Andrea Cristofari

This paper deals with convex nonsmooth optimization problems. We introduce a general smooth approximation framework for the original function and apply random (accelerated) coordinate descent methods for minimizing the corresponding smooth…

Optimization and Control · Mathematics 2024-01-10 Flavia Chorobura , Ion Necoara

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…

Optimization and Control · Mathematics 2015-12-14 I. Necoara , Yu. Nesterov , F. Glineur

In this paper we analyze a family of general random block coordinate descent methods for the minimization of $\ell_0$ regularized optimization problems, i.e. the objective function is composed of a smooth convex function and the $\ell_0$…

Optimization and Control · Mathematics 2014-07-21 Andrei Patrascu , Ion Necoara

At each iteration of a Block Coordinate Descent method one minimizes an approximation of the objective function with respect to a generally small set of variables subject to constraints in which these variables are involved. The…

Optimization and Control · Mathematics 2023-04-28 E. G. Birgin , J. M. Martínez

We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…

Optimization and Control · Mathematics 2014-11-12 Ji Liu , Stephen J. Wright , Christopher Ré , Victor Bittorf , Srikrishna Sridhar

In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

Optimization and Control · Mathematics 2024-10-18 Zhan Yu , Daniel W. C. Ho

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

We consider whether conditions exist under which block-coordinate descent is asymptotically efficient in evolutionary multi-objective optimization, addressing an open problem. Block-coordinate descent, where an optimization problem is…

Neural and Evolutionary Computing · Computer Science 2024-07-17 Benjamin Doerr , Joshua Knowles , Aneta Neumann , Frank Neumann

This work provides the first convergence analysis for the Randomized Block Coordinate Descent method for minimizing a function that is both H\"older smooth and block H\"older smooth. Our analysis applies to objective functions that are…

Optimization and Control · Mathematics 2024-03-14 Leandro Farias Maia , David Huckleberry Gutman
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