1 code implementation • 23 Dec 2017 • Julie Nutini, Issam Laradji, Mark Schmidt
Block coordinate descent (BCD) methods are widely used for large-scale numerical optimization because of their cheap iteration costs, low memory requirements, amenability to parallelization, and ability to exploit problem structure.
Optimization and Control 90C06
no code implementations • 16 Aug 2016 • Hamed Karimi, Julie Nutini, Mark Schmidt
In 1963, Polyak proposed a simple condition that is sufficient to show a global linear convergence rate for gradient descent.
no code implementations • 1 Jun 2015 • Julie Nutini, Mark Schmidt, Issam H. Laradji, Michael Friedlander, Hoyt Koepke
There has been significant recent work on the theory and application of randomized coordinate descent algorithms, beginning with the work of Nesterov [SIAM J.