Let's Make Block Coordinate Descent Go Fast: Faster Greedy Rules, Message-Passing, Active-Set Complexity, and Superlinear Convergence

23 Dec 2017 Julie Nutini Issam Laradji Mark Schmidt

Block coordinate descent (BCD) methods are widely-used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure. Three main algorithmic choices influence the performance of BCD methods: the block partitioning strategy, the block selection rule, and the block update rule... (read more)

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  • OPTIMIZATION AND CONTROL
  • 90C06