A Randomized Nonmonotone Block Proximal Gradient Method for a Class of Structured Nonlinear Programming

25 Jun 2013 Zhaosong Lu Lin Xiao

We propose a randomized nonmonotone block proximal gradient (RNBPG) method for minimizing the sum of a smooth (possibly nonconvex) function and a block-separable (possibly nonconvex nonsmooth) function. At each iteration, this method randomly picks a block according to any prescribed probability distribution and solves typically several associated proximal subproblems that usually have a closed-form solution, until a certain progress on objective value is achieved... (read more)

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Non-Parametric Classification