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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. The great performance of coordinate update methods depends on solving simple sub-problems. To derive simple subproblems for several new classes of applications, this paper systematically studies coordinate-friendly operators that perform low-cost coordinate updates. Based on the discovered coordinate friendly operators, as well as operator splitting techniques, we obtain new coordinate update algorithms for a variety of problems in machine learning, image processing, as well as sub-areas of optimization. Several problems are treated with coordinate update for the first time in history. The obtained algorithms are scalable to large instances through parallel and even asynchronous computing. We present numerical examples to illustrate how effective these algorithms are.

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We propose an efficient threshold dynamics method for topology optimization for fluids modeled with the Stokes equation. The proposed algorithm is based on minimization of an objective energy function that consists of the dissipation power in the fluid and the perimeter approximated by nonlocal energy, subject to a fluid volume constraint and the incompressibility condition. We show that the minimization problem can be solved with an iterative scheme in which the Stokes equation is approximated by a Brinkman equation. The indicator functions of the fluid-solid regions are then updated according to simple convolutions followed by a thresholding step. We demonstrate mathematically that the iterative algorithm has the total energy decaying property. The proposed algorithm is simple and easy to implement. A simple adaptive time strategy is also used to accelerate the convergence of the iteration. Extensive numerical experiments in both two and three dimensions show that the proposed iteration algorithm is quite robust and converges in much fewer iterations and is more efficient than many existing methods.

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