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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…

Optimization and Control · Mathematics 2020-11-30 Saverio Salzo , Silvia Villa

There is a recent surge of interest in nonconvex reformulations via low-rank factorization for stochastic convex semidefinite optimization problem in the purpose of efficiency and scalability. Compared with the original convex formulations,…

Optimization and Control · Mathematics 2018-02-27 Jinshan Zeng , Ke Ma , Yuan Yao

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

Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…

Optimization and Control · Mathematics 2019-09-24 Jie Liu , Jakub Marecek , Andrea Simonetto , Martin Takac

Nonconvex optimization is central in solving many machine learning problems, in which block-wise structure is commonly encountered. In this work, we propose cyclic block coordinate methods for nonconvex optimization problems with…

Optimization and Control · Mathematics 2023-01-31 Xufeng Cai , Chaobing Song , Stephen J. Wright , Jelena Diakonikolas

We propose accelerated randomized coordinate descent algorithms for stochastic optimization and online learning. Our algorithms have significantly less per-iteration complexity than the known accelerated gradient algorithms. The proposed…

Machine Learning · Computer Science 2018-07-17 Akshita Bhandari , Chandramani Singh

In order to further advance the accuracy and robustness of the incremental parameter estimation-based rotation averaging methods, in this paper, a new member of the Incremental Rotation Averaging (IRA) family is introduced, which is termed…

Computer Vision and Pattern Recognition · Computer Science 2025-04-01 Xiang Gao , Hainan Cui , Yangdong Liu , Shuhan Shen

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

Optimization and Control · Mathematics 2021-12-20 Thinh T. Doan

Accelerated coordinate descent is a widely popular optimization algorithm due to its efficiency on large-dimensional problems. It achieves state-of-the-art complexity on an important class of empirical risk minimization problems. In this…

Optimization and Control · Mathematics 2018-10-01 Filip Hanzely , Peter Richtárik

In this paper we study the loss of precision of numerical methods discretizing anisotropic problems and propose alternative approaches free from this drawback. The deterioration of the accuracy is observed when the coordinates and the mesh…

Numerical Analysis · Mathematics 2019-11-27 Chang Yang , Fabrice Deluzet , Jacek Narski

In this work, we propose a novel method for robust single rotation averaging that can efficiently handle an extremely large fraction of outliers. Our approach is to minimize the total truncated least unsquared deviations (TLUD) cost of…

Computer Vision and Pattern Recognition · Computer Science 2024-09-11 Seong Hun Lee , Javier Civera

Block coordinate descent methods and stochastic subgradient methods have been extensively studied in optimization and machine learning. By combining randomized block sampling with stochastic subgradient methods based on dual averaging, we…

Optimization and Control · Mathematics 2015-09-16 Qi Deng , Guanghui Lan , Anand Rangarajan

In this paper, we study randomized and cyclic coordinate descent for convex unconstrained optimization problems. We improve the known convergence rates in some cases by using the numerical semidefinite programming performance estimation…

Optimization and Control · Mathematics 2022-12-26 Hadi Abbaszadehpeivasti , Etienne de Klerk , Moslem Zamani

The paper analyzes the rotation averaging problem as a minimization problem for a potential function of the corresponding gradient system. This dynamical system is one generalization of the famous Kuramoto model on special orthogonal group…

Computer Vision and Pattern Recognition · Computer Science 2021-11-25 Zinaid Kapić , Aladin Crnkić , Vladimir Jaćimović , Nevena Mijajlović

Adaptive gradient methods have been widely adopted in training large-scale deep neural networks, especially large foundation models. Despite the huge success in practice, their theoretical advantages over classical gradient methods with…

Machine Learning · Computer Science 2024-10-15 Yuxing Liu , Rui Pan , Tong Zhang

We develop an exact coordinate descent algorithm for high-dimensional regularized Huber regression. In contrast to composite gradient descent methods, our algorithm fully exploits the advantages of coordinate descent when the underlying…

Methodology · Statistics 2025-10-16 Younghoon Kim , Po-Ling Loh , Sumanta Basu

This work introduces a moving anchor acceleration technique to extragradient algorithms for smooth structured minimax problems. The moving anchor is introduced as a generalization of the original algorithmic anchoring framework, i.e. the…

Optimization and Control · Mathematics 2025-06-03 James K. Alcala , Yat Tin Chow , Mahesh Sunkula

As the number of samples and dimensionality of optimization problems related to statistics an machine learning explode, block coordinate descent algorithms have gained popularity since they reduce the original problem to several smaller…

Machine Learning · Computer Science 2016-06-24 Rémi Flamary , Alain Rakotomamonjy , Gilles Gasso

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang

Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…

Optimization and Control · Mathematics 2022-01-03 Adityanarayanan Radhakrishnan , Mikhail Belkin , Caroline Uhler
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