coordinate update – Optimization Online

Cyclic Coordinate Update Algorithms for Fixed-Point Problems: Analysis and Applications

Published: 2016/11/08, Updated: 2017/03/02

Convex and Nonsmooth Optimization coordinate update, cyclic, fixed point, image reconstruction, nonexpansive operator, nonnegative matrix factorization, robust least squares, shuffled cyclic

Many problems reduce to the fixed-point problem of solving $x=T(x)$. To this problem, we apply the coordinate-update algorithms, which update only one or a few components of $x$ at each step. When each update is cheap, these algorithms are faster than the full fixed-point iteration (which updates all the components). In this paper, we focus … Read more

Coordinate Friendly Structures, Algorithms and Applications

Published: 2016/03/07, Updated: 2016/08/16

Convex Optimization, Nonlinear Optimization, Parallel Algorithms asynchronous, coordinate update, fixed point, operator splitting, parallel

This paper focuses on coordinate update methods, which are useful for solving problems involving large or high-dimensional datasets. They decompose a problem into simple subproblems, where each updates one, or a small block of, variables while fixing others. These methods can deal with linear and nonlinear mappings, smooth and nonsmooth functions, as well as convex … Read more