Randomized subspace correction methods for convex optimization.
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| Title: | Randomized subspace correction methods for convex optimization. |
|---|---|
| Authors: | Jiang, Boou1 (AUTHOR) boou.jiang@kaust.edu.sa, Park, Jongho1 (AUTHOR) jongho.park@kaust.edu.sa, Xu, Jinchao1 (AUTHOR) jinchao.xu@kaust.edu.sa |
| Source: | Computers & Mathematics with Applications. Aug2026, Vol. 215, p135-154. 20p. |
| Subjects: | Domain decomposition methods, Multigrid methods (Numerical analysis), Algorithms, Convex programming, Imaging systems, Partial differential equations |
| Abstract: | This paper introduces an abstract framework for randomized subspace correction methods for convex optimization, which unifies and generalizes a broad class of existing algorithms, including domain decomposition, multigrid, and block coordinate descent methods. We provide a convergence rate analysis ranging from minimal assumptions to more practical settings, such as sharpness and strong convexity. While most existing studies on block coordinate descent methods focus on nonoverlapping decompositions and smooth or strongly convex problems, our framework extends to more general settings involving arbitrary space decompositions, inexact local solvers, and problems with weaker smoothness or convexity assumptions. The proposed framework is broadly applicable to convex optimization problems arising in areas such as nonlinear partial differential equations, imaging, and data science. [ABSTRACT FROM AUTHOR] |
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| Database: | Engineering Source |
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