Rescaled Coordinate Descent Methods for Linear Programming

Penalized Bregman Divergence Estimation via Coordinate Descent

Variable selection via penalized estimation is appealing for dimension reduction. For penalized linear regression, Efron, et al. (2004) introduced the LARS algorithm. Recently, the coordinate descent (CD) algorithm was developed by Friedman, et al. (2007) for penalized linear regression and penalized logistic regression and was shown to gain computational superiority. This paper explores...

Analyzing Random Permutations for Cyclic Coordinate Descent

We consider coordinate descent methods on convex quadratic problems, in which exact line searches are performed at each iteration. (This algorithm is identical to Gauss-Seidel on the equivalent symmetric positive definite linear system.) We describe a class of convex quadratic problems for which the random-permutations version of cyclic coordinate descent (RPCD) outperforms the standard cyclic ...

Tree Block Coordinate Descent for MAP in Graphical Models

A number of linear programming relaxations have been proposed for finding most likely settings of the variables (MAP) in large probabilistic models. The relaxations are often succinctly expressed in the dual and reduce to different types of reparameterizations of the original model. The dual objectives are typically solved by performing local block coordinate descent steps. In this work, we sho...

A coordinate gradient descent method for linearly constrained smooth optimization and support vector machines training

Support vector machines (SVMs) training may be posed as a large quadratic program (QP) with bound constraints and a single linear equality constraint. We propose a (block) coordinate gradient descent method for solving this problem and, more generally, linearly constrained smooth optimization. Our method is closely related to decomposition methods currently popular for SVM training. We establis...

Block coordinate descent methods for semidefinite programming