Yangyang Xu, University of Waterloo

Title

Convergence of block coordinate update method and its applications

Abstract

In this talk, I will present a few different forms of block coordinate update (BCU) method and show/review their convergence results on both convex and nonconvex optimization problems. I will also give numerical results of different BCU methods , in particular on nonconvex optimization problems, and demonstrate that randomness is helpful to avoid local solutions.


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