Parallel block coordinate descent methods with identification strategies
Abstract
Abstract This work presents a parallel variant of the algorithm introduced in [ Acceleration of block coordinate descent methods with identification strategies , Comput. Optim. Appl. 72(3):609–640, 2019] to minimize the sum of a partially separable smooth convex function and a possibly nonsmooth block-separable convex function under simple constraints. The proposed method achieves higher efficiency by using a strategy to identify nonzero coordinates, thereby allowing the computational effort to be focused via a nonuniform probability distribution in block selection. Parallelization is achieved by extending theoretical results from Richtárik and Takáč [ Parallel coordinate descent methods for big data optimization , Math. Prog. Ser. A 156:433–484, 2016]. We present convergence results and comparative numerical experiments on regularized regression problems using both synthetic and real datasets.
Fields of Study & Subjects
Stochastic Gradient Optimization Techniques
Sparse and Compressive Sensing Techniques
Optimization and Variational Analysis
Publication details
- Journal / source
- Computational Optimization and Applications
- Publisher
- Springer Science and Business Media LLC
- Volume
- 94
- Issue
- 2
- Pages
- 475–508
- Publication date
- 23 February 2026
- Language
- EN