block coordinate gradient

bAdag: an adaptive block coordinate gradient method for smooth nonconvex functions

  • Giovanni Seraghiti
    • Categories Data Science Algorithms, Unconstrained Optimization Tags , , ,

    A new Block Coordinate Gradient (BCG) method, dubbed bAdag, for smooth, nonconvex minimization problem is proposed; it falls in the class of Objective Function Free Optimization (OFFO) methods, and it is based on the AdaGrad algorithm. At each iteration, our method computes an adaptive step size based on the cumulative sum of block gradients, instead … Read more