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}
}
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
Randomized Bregman Coordinate Descent Methods for Non-Lipschitz Optimization
  • 3
  • PDF
An Analysis of Asynchronous Stochastic Accelerated Coordinate Descent
  • 3
  • PDF
Efficient Greedy Coordinate Descent for Composite Problems
  • 12
  • PDF
Randomized Dual Coordinate Ascent with Arbitrary Sampling
  • 55
  • PDF
Accelerated Coordinate Descent with Arbitrary Sampling and Best Rates for Minibatches
  • 25
  • PDF
Title Coordinate descent with arbitrary sampling I : algorithms andcomplexity
  • PDF
A Coordinate Descent Primal-Dual Algorithm and Application to Distributed Asynchronous Optimization
  • 96
  • PDF
...
1
2
3
4
5
...

References

SHOWING 1-10 OF 45 REFERENCES
Optimization in High Dimensions via Accelerated, Parallel, and Proximal Coordinate Descent
  • 23
  • PDF
Smooth minimization of nonsmooth functions with parallel coordinate descent methods
  • 131
  • PDF
Parallel coordinate descent methods for big data optimization
  • 409
  • PDF
Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
  • 609
  • PDF
On optimal probabilities in stochastic coordinate descent methods
  • 103
  • PDF
On the complexity analysis of randomized block-coordinate descent methods
  • 202
  • PDF
Efficient Accelerated Coordinate Descent Methods and Faster Algorithms for Solving Linear Systems
  • Y. Lee, Aaron Sidford
  • Mathematics, Computer Science
  • 2013 IEEE 54th Annual Symposium on Foundations of Computer Science
  • 2013
  • 194
  • Highly Influential
  • PDF
An asynchronous parallel stochastic coordinate descent algorithm
  • 311
  • PDF
...
1
2
3
4
5
...