Accelerated Stochastic Block Coordinate Gradient Descent for Sparsity Constrained Nonconvex Optimization.
Jinghui ChenQuanquan GuPublished in: UAI (2016)
Keyphrases
- optimization problems
- global optimization
- objective function
- lagrange multipliers
- stochastic optimization
- cost function
- concave convex procedure
- stochastic programming
- nonlinear programming
- optimization process
- optimization algorithm
- stochastic search
- convex optimization
- optimization methods
- constrained optimization
- optimization method
- monte carlo
- discrete optimization
- loss function
- pairwise
- optimal control problems
- quadratic optimization problems
- saddle point
- subgradient method
- block size
- mathematical programming
- combinatorial optimization
- multi objective
- high dimensional