huge scale optimization

Parallel Coordinate Descent Methods for Big Data Optimization

  • Peter Richtarik
  • Martin Takac
    • Categories Convex Optimization, Parallel Algorithms Tags , , , , , , , ,

    In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex function. The theoretical speedup, as compared to the serial method, and referring to the number of iterations needed … Read more

    Efficient Serial and Parallel Coordinate Descent Methods for Huge-Scale Truss Topology Design

  • Peter Richtarik
  • Martin Takac
    • Categories Civil and Environmental Engineering, Convex Optimization, Parallel Algorithms Tags , , ,

    In this work we propose solving huge-scale instances of the truss topology design problem with coordinate descent methods. We develop four efficient codes: serial and parallel implementations of randomized and greedy rules for the selection of the variable (potential bar) to be updated in the next iteration. Both serial methods enjoy an O(n/k) iteration complexity … Read more