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Coordinate Friendly Structures, Algorithms and Applications

Zhimin Peng Tianyu Wu Yangyang Xu Ming Yan Wotao Yin

Numerical Linear Algebra mathscidoc:1912.43143

Annals of Mathematical Sciences and Applications, 1, (1), 57-119, 2016
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.
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@inproceedings{zhimin2016coordinate,
  title={Coordinate Friendly Structures, Algorithms and Applications},
  author={Zhimin Peng, Tianyu Wu, Yangyang Xu, Ming Yan, and Wotao Yin},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221112528777991703},
  booktitle={Annals of Mathematical Sciences and Applications},
  volume={1},
  number={1},
  pages={57-119},
  year={2016},
}
Zhimin Peng, Tianyu Wu, Yangyang Xu, Ming Yan, and Wotao Yin. Coordinate Friendly Structures, Algorithms and Applications. 2016. Vol. 1. In Annals of Mathematical Sciences and Applications. pp.57-119. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221112528777991703.
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