# Accelerated, Parallel, and Proximal Coordinate Descent

@article{Fercoq2015AcceleratedPA,
title={Accelerated, Parallel, and Proximal Coordinate Descent},
author={Olivier Fercoq and Peter Richt{\'a}rik},
journal={SIAM J. Optim.},
year={2015},
volume={25},
pages={1997-2023}
}
• Published 2015
• Mathematics, Computer Science
• SIAM J. Optim.
We propose a new randomized 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 the first time such a method is proposed. In the special case when the number of processors is equal to the number of coordinates, the method converges at the rate $2\bar{\omega}\bar{L} R^2/(k+1)^2$, where $k$ is the iteration counter, $\bar{\omega}$ is a… Expand
297 Citations

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