Brent Edmunds

TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods

  • Brent Edmunds
  • Zhimin Peng
  • Wotao Yin
    • Categories Nonsmooth Optimization, Parallel Algorithms Tags , , , , ,

    TMAC is a toolbox written in C++11 that implements algorithms based on a set of mod- ern methods for large-scale optimization. It covers a variety of optimization problems, which can be both smooth and nonsmooth, convex and nonconvex, as well as constrained and unconstrained. The algorithms implemented in TMAC, such as the coordinate up- date … Read more

    The Sound of APALM Clapping: Faster Nonsmooth Nonconvex Optimization with Stochastic Asynchronous PALM

  • Damek Davis
  • Brent Edmunds
  • Madeleine Udell
    • Categories Nonlinear Optimization, Nonsmooth Optimization Tags , , , , ,

    We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex, nonsmooth optimization problems. SAPALM is the first asynchronous parallel optimization method that provably converges on a large class of nonconvex, nonsmooth problems. We prove that SAPALM matches the best known rates of convergence — among … Read more