Yu You

An adaptive accelerated coordinate descent method with non-uniform sampling

2024 · Pacific Journal of Optimization

<p style="text-align:center;"> <strong>(Communicated by Guihua Lin)</strong> <p style="text-align:justify;"> We consider the optimization problem of minimizing a smooth and convex function. Based on the accelerated coordinate descent method (ACDM) using probabilities $L_i^{1/2}[\sum_{k=1}^n L_k^{1/2}]^{-1}$ for non-uniform sampling …