On the convergence of a regularized Jacobi algorithm for convex optimization

In this paper we consider the regularized version of the Jacobi algorithm, a block coordinate descent method for convex optimization with an objective function consisting of the sum of a differentiable function and a block-separable function. Under certain regularity assumptions on the objective fun...

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Bibliographic Details
Main Authors: Banjac, G, Margellos, K, Goulart, P
Format: Journal article
Published: Institute of Electrical and Electronics Engineers 2017