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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 propose a decomposition framework for the parallel optimization of the sum of a differentiable {(possibly nonconvex)} function and a nonsmooth (possibly nonseparable), convex one. The latter term is usually employed to enforce structure…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-07-19 Amir Daneshmand , Francisco Facchinei , Vyacheslav Kungurtsev , Gesualdo Scutari

Large-scale nonconvex and nonsmooth problems have attracted considerable attention in the fields of compress sensing, big data optimization and machine learning. Exploring effective methods is still the main challenge of today's research.…

Optimization and Control · Mathematics 2019-05-28 Lei Zhao , Daoli Zhu

We propose a random coordinate descent algorithm for optimizing a non-convex objective function subject to one linear constraint and simple bounds on the variables. Although it is common use to update only two random coordinates…

Optimization and Control · Mathematics 2024-08-27 Alireza Ghaffari-Hadigheh , Lennart Sinjorgo , Renata Sotirov

We propose an algorithm for optimizing the parameters of single hidden layer neural networks. Specifically, we derive a blockwise difference-of-convex (DC) functions representation of the objective function. Based on the latter, we propose…

Machine Learning · Computer Science 2024-01-17 Daniel Tschernutter , Mathias Kraus , Stefan Feuerriegel

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 present a stochastic first-order optimization algorithm, named BCSC, that adds a cyclic constraint to stochastic block-coordinate descent. It uses different subsets of the data to update different subsets of the parameters, thus limiting…

Computer Vision and Pattern Recognition · Computer Science 2017-11-21 Kensuke Nakamura , Stefano Soatto , Byung-Woo Hong

In this paper, we establish the convergence of the proximal alternating direction method of multipliers (ADMM) and block coordinate descent (BCD) for nonseparable minimization models with quadratic coupling terms. The novel convergence…

Optimization and Control · Mathematics 2017-03-16 Caihua Chen , Min Li , Xin Liu , Yinyu Ye

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-07-03 Yiyang Wang , Risheng Liu , Xiaoliang Song , Zhixun Su

Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…

Optimization and Control · Mathematics 2017-12-05 Tsz Kit Lau , Yuan Yao

In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when…

Optimization and Control · Mathematics 2015-09-28 Amir Beck , Edouard Pauwels , Shoham Sabach

Recent years have witnessed the rapid development of block coordinate update (BCU) methods, which are particularly suitable for problems involving large-sized data and/or variables. In optimization, BCU first appears as the coordinate…

Optimization and Control · Mathematics 2018-01-04 Yangyang Xu

The Convolutional Sparse Coding (CSC) model has recently gained considerable traction in the signal and image processing communities. By providing a global, yet tractable, model that operates on the whole image, the CSC was shown to…

Computer Vision and Pattern Recognition · Computer Science 2018-11-02 Ev Zisselman , Jeremias Sulam , Michael Elad

In this paper, we introduce both monotone and nonmonotone variants of LiBCoD, a \textbf{Li}nearized \textbf{B}lock \textbf{Co}ordinate \textbf{D}escent method for solving composite optimization problems. At each iteration, a random block is…

Optimization and Control · Mathematics 2025-06-17 Yassine Nabou , Lahcen El Bourkhissi , Sebastian U. Stich , Tuomo Valkonen

A novel augmented Lagrangian method for solving non-convex programs with nonlinear cost and constraint couplings in a distributed framework is presented. The proposed decomposition algorithm is made of two layers: The outer level is a…

Optimization and Control · Mathematics 2014-07-22 Jean-Hubert Hours , Colin N. Jones

By lifting the ReLU function into a higher dimensional space, we develop a smooth multi-convex formulation for training feed-forward deep neural networks (DNNs). This allows us to develop a block coordinate descent (BCD) training algorithm…

Machine Learning · Statistics 2017-11-21 Ziming Zhang , Matthew Brand

We propose a variable decomposition algorithm -greedy block coordinate descent (GBCD)- in order to make dense Gaussian process regression practical for large scale problems. GBCD breaks a large scale optimization into a series of small…

Machine Learning · Computer Science 2012-06-18 Liefeng Bo , Cristian Sminchisescu

Under mild conditions on the noise level of the measurements, rotation averaging satisfies strong duality, which enables global solutions to be obtained via semidefinite programming (SDP) relaxation. However, generic solvers for SDP are…

Computer Vision and Pattern Recognition · Computer Science 2021-03-17 Álvaro Parra , Shin-Fang Chng , Tat-Jun Chin , Anders Eriksson , Ian Reid

This work is concerned with the optimization of nonconvex, nonsmooth composite optimization problems, whose objective is a composition of a nonlinear mapping and a nonsmooth nonconvex function, that can be written as an infimal convolution…

Optimization and Control · Mathematics 2018-03-28 Emanuel Laude , Daniel Cremers

(Block-)coordinate minimization is an iterative optimization method which in every iteration finds a global minimum of the objective over a variable or a subset of variables, while keeping the remaining variables constant. While for some…

Optimization and Control · Mathematics 2019-10-22 Tomáš Werner , Daniel Průša