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Mathematics of Computation
Article
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Article . 2020
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https://dx.doi.org/10.48550/ar...
Article . 2017
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Article . 2023
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Analyzing random permutations for cyclic coordinate descent

Authors: Stephen J. Wright 0001; Ching-pei Lee;

Analyzing random permutations for cyclic coordinate descent

Abstract

We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We describe a class of convex quadratic problems for which the random-permutations version of cyclic coordinate descent (RPCD) outperforms the standard cyclic coordinate descent (CCD) approach, yielding convergence behavior similar to the fully-random variant (RCD). A convergence analysis is developed to explain the empirical observations.

Keywords

Iterative numerical methods for linear systems, Convex programming, permutations, Randomized algorithms, Gauss-Seidel method, randomization, coordinate descent, Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
14
Top 10%
Top 10%
Top 10%
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