Related papers: Convergence rates for Kaczmarz-type algorithms
In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…
We prove global convergence of classical projection algorithms for feasibility problems involving union convex sets, which refer to sets expressible as the union of a finite number of closed convex sets. We present a unified strategy for…
Analysis of the convergence rates of modern convex optimization algorithms can be achived through binary means: analysis of emperical convergence, or analysis of theoretical convergence. These two pathways of capturing information diverge…
In this paper, we study the convergence properties of a randomized block-coordinate descent algorithm for the minimization of a composite convex objective function, where the block-coordinates are updated asynchronously and randomly…
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of convergence of recursive estimation procedures for the general…
We consider the convergence rate of the alternating projection method for the nontransversal intersection of a semialgebraic set and a linear subspace. For such an intersection, the convergence rate is known as sublinear in the worst case.…
We consider the quantum implementations of the two classical iterative solvers for a system of linear equations, including the Kaczmarz method which uses a row of coefficient matrix in each iteration step, and the coordinate descent method…
We study Kaczmarz type methods to solve consistent linear matrix equations. We first present a block Kaczmarz (BK) method that employs a deterministic cyclic row selection strategy. Assuming that the associated coefficient matrix has full…
This work investigates the properties of the proximity operator for quasar-convex functions and establishes the convergence of the proximal point algorithm to a global minimizer with a particular focus on its convergence rate. In…
Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…
In evolutionary optimization, it is important to understand how fast evolutionary algorithms converge to the optimum per generation, or their convergence rate. This paper proposes a new measure of the convergence rate, called average…
We analyze task orderings in continual learning for linear regression, assuming joint realizability of training data. We focus on orderings that greedily maximize dissimilarity between consecutive tasks, a concept briefly explored in prior…
The nonlinear Kaczmarz method was recently proposed to solve the system of nonlinear equations. In this paper, we first discuss two greedy selection rules, i.e., the maximum residual and maximum distance rules, for the nonlinear Kaczmarz…
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…
Randomized iterative algorithms have attracted much attention in recent years because they can approximately solve large-scale linear systems of equations without accessing the entire coefficient matrix. In this paper, we propose two novel…
Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…
We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…
In this paper, we present a convergence rate analysis for the inexact Krasnosel'skii-Mann iteration built from nonexpansive operators. Our results include two main parts: we first establish global pointwise and ergodic iteration-complexity…
We propose two basic assumptions, under which the rate of convergence of the augmented Lagrange method for a class of composite optimization problems is estimated. We analyze the rate of local convergence of the augmented Lagrangian method…
Finding a point in the intersection of a collection of closed convex sets, that is the convex feasibility problem, represents the main modeling strategy for many computational problems. In this paper we analyze new stochastic reformulations…