Iteration complexity analysis of block coordinate descent methods

Author:

Hong Mingyi,Wang Xiangfeng,Razaviyayn Meisam,Luo Zhi-Quan

Funder

NSF

AFOSR

NSFC

Leading Talents of Guang Dong Province program,

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Software

Reference37 articles.

1. Beck, A.: On the convergence of alternating minimization with applications to iteratively reweighted least squares and decomposition schemes. SIAM J. Optim. 25(1), 185–209 (2015)

2. Beck, A., Tetruashvili, L.: On the convergence of block coordinate descent type methods. SIAM J. Optim. 23(4), 2037–2060 (2013)

3. Bertsekas, D.P.: Nonlinear Programming, 2nd edn. Athena Scientific, Belmont (1999)

4. Bertsekas, D.P., Tsitsiklis, J.N.: Neuro-Dynamic Programming. Athena Scientific, Belmont (1996)

5. Bertsekas, D.P., Tsitsiklis, J.N.: Parallel and Distributed Computation: Numerical Methods, 2nd edn. Athena Scientific, Belmont (1997)

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