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A cyclic block coordinate descent method with generalized gradient projections.

Authors :
Bonettini, Silvia
Prato, Marco
Rebegoldi, Simone
Source :
Applied Mathematics & Computation. Aug2016, Vol. 286, p288-300. 13p.
Publication Year :
2016

Abstract

The aim of this paper is to present the convergence analysis of a very general class of gradient projection methods for smooth, constrained, possibly nonconvex, optimization. The key features of these methods are the Armijo linesearch along a suitable descent direction and the non Euclidean metric employed to compute the gradient projection. We develop a very general framework from the point of view of block-coordinate descent methods, which are useful when the constraints are separable. In our numerical experiments we consider a large scale image restoration problem to illustrate the impact of the metric choice on the practical performances of the corresponding algorithm. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00963003
Volume :
286
Database :
Academic Search Index
Journal :
Applied Mathematics & Computation
Publication Type :
Academic Journal
Accession number :
115367757
Full Text :
https://doi.org/10.1016/j.amc.2016.04.031