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# Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function.

Math. Program., no. 1-2 (2014): 1-38

EI

In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $$\varepsilon$$-accurate solution with probability at least $$1-\rho$$ in at most $$O((n/\varepsilon ) \log (1/\rho ))$$ iterations, where $$n$$ is t...更多

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