Analyzing Random Permutations for Cyclic Coordinate Descent

I. Gelfand, Normierte ringe , Rech. Math. [Mat. Sbornik] 9

1941

Earlier work this paper cites.

Y. E. Nesterov, Efficiency of coordinate descent methods on huge-scale optimization problems , SIAM Journal on Optimization 22

2012

Earlier work this paper cites.

Benjamin Recht and Christopher Ré, Toward a noncommutative arithmetic-geometric mean inequality: Conjectures, case-studies, and consequences , Proceedings of the 25th Annual Conference on Learning Theory, vol. 23, 2012, pp. 11.1–11.24

2012

Earlier work this paper cites.

Shai Shalev-Shwartz and Tong Zhang, Stochastic dual coordinate ascent methods for regularized loss minimization , Journal of Machine Learning Research 14

2013

Earlier work this paper cites.

Ruoyu Sun and Mingyi Hong, Improved iteration complexity bounds of cyclic block coordinate descent for convex problems , Advances in Neural Information Processing Systems, 2015, pp. 1306–1314

2015

Cited alongside, same era.

S. J. Wright, Computations with coordinate descent methods , Presentation at Workshop on Challenges in Optimization for Data Science

2015

Cited alongside, same era.

by same author, Coordinate descent methods , Colloquium, Courant Institute of Mathematical Sciences, December 2015

2015

Cited alongside, same era.

Xingguo Li, Tuo Zhao, Raman Arora, Han Liu, and Mingyi Hong, On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization , Journal of Machine Learning Research 18

2017

Cited alongside, same era.

C.-p. Lee and S. J. Wright, Random permutations fix a worst case for cyclic coordinate descent , IMA Journal on Numerical Analysis 39

2019

Closest in time.

R. Sun and Y. Ye, Worst-case complexity of cyclic coordinate descent: O ⁡ ( n 2 ) {O}(n^{2}) gap with randomized version , Mathematical Programming (2019), 1–34, Online first

2019

Closest in time.

Ruoyu Sun, Zhi-Quan Luo, and Yinyu Ye, On the efficiency of random permutation for admm and coordinate descent , Tech. report, 2019, arXiv:1503.06387

Original

2019

Closest in time.

A. Beck and L. Tetruashvili, On the convergence of block coordinate descent type methods , SIAM Journal on Optimization 23

2060

Closest in time.