Coordinate Friendly Structures, Algorithms and Applications

Understand

This paper focuses on coordinate update methods, which are useful for solving problems involving large or high-dimensional datasets.

• They decompose a problem into simple subproblems, where each updates one, or a small block of, variables while fixing others.
• These methods can deal with linear and nonlinear mappings, smooth and nonsmooth functions, as well as convex and nonconvex problems.
• In addition, they are easy to parallelize.