ICCOPT 2013 Talk, Room 2.2, Monday, July 29, 14:30-16:00

 Speaker: Amir Beck, Faculty of Industrial Engineering and Management, Technion, Haifa, Israel
 Title: On the rate of convergence of block coordinate descent type methods
 Co-authors: Luba Tetruashvili

 Abstract:
Scientific Program

We consider smooth convex programming problems where the decision variables vector is split into several blocks of variables. Sublinear rate of convergence results for the cyclic block coordinate gradient projection method as well as the alternating minimization method are derived. When the objective function is also assumed to be strongly convex, linear rate of convergence is established.


 Talk in: Organized Session Mon.B.22 Recent advances in coordinate descent methods
 Cluster: Convex and nonsmooth optimization


 Go to: Mon.B
 Go to: unframed Scientific Program

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