Concepedia

Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function

Peter Richtárik, Martin Takáč

Mathematical Programming · 2012 · 718 citations · 27 references

Concepts

ComputingComputer ScienceAlgorithmsOptimizationTheory Of ComputationConvergence AnalysisConvex OptimizationGradient-based OptimizationLarge-scale OptimizationNonlinear ProgrammingNumerical AlgorithmsConvex FunctionsCoordinate DescentLarge-scale Convex OptimizationLarge-scale Sparse OptimizationNesterov Accelerated GradientObjective Function FormulationStochastic Gradient Descent

References

27

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

Regularization and Variable Selection Via the Elastic Net

Hui Zou, Trevor Hastie · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 21K citations · Full text

Computing, Computer Science, Data Science +15

Model Selection and Estimation in Regression with Grouped Variables

Ming Yuan, Yi Lin · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2005 · 7.5K citations · Full text

Business, Biostatistics, Optimization +11

Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization

P. Tseng · Journal of Optimization Theory and Applications · 2001 · 2K citations

Computing, Computer Science, Algorithms +9

Sparse Reconstruction by Separable Approximation

Stephen J. Wright, Robert D. Nowak, Mário A. T. Figueiredo · IEEE Transactions on Signal Processing · 2009 · 1.9K citations

Natural Sciences, Computer Science, Mathematics +17