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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

引用636|浏览24
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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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