Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization 1

@inproceedings{Tseng2001ConvergenceOA,
  title={Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization 1},
  author={Paul Tseng},
  year={2001}
}
We study the convergence properties of a (block) coordinate descent method applied to minimize a nondifferentiable (nonconvex) function f (x1, . . . , xN ) with certain separability and regularity properties. Assuming that f is continuous on a compact level set, the subsequence convergence of the iterates to a stationary point is shown when either f is pseudoconvex in every pair of coordinate blocks from among NA1 coordinate blocks or f has at most one minimum in each of NA2 coordinate blocks… CONTINUE READING
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