no code implementations • 15 Jan 2020 • Tianxiang Gao, Songtao Lu, Jia Liu, Chris Chu
Further, we show that the iteration complexity of the proposed method is $O(n\varepsilon^{-2})$ to achieve $\epsilon$-stationary point, where $n$ is the number of blocks of coordinates.
no code implementations • 16 Dec 2019 • Tianxiang Gao, Songtao Lu, Jia Liu, Chris Chu
In the applications of signal processing and data analytics, there is a wide class of non-convex problems whose objective function is freed from the common global Lipschitz continuous gradient assumption (e. g., the nonnegative matrix factorization (NMF) problem).
no code implementations • 25 Feb 2018 • Tianxiang Gao, Chris Chu
We propose a novel distributed algorithm, called \textit{distributed incremental block coordinate descent} (DID), to solve the problem.