A stochastic coordinate descent inertial primal-dual algorithm for large-scale composite optimization [article]

Meng Wen, Yu-Chao Tang, Jigen Peng
2016 arXiv   pre-print
We consider an inertial primal-dual algorithm to compute the minimizations of the sum of two convex functions and the composition of another convex function with a continuous linear operator. With the idea of coordinate descent, we design a stochastic coordinate descent inertial primal-dual splitting algorithm. Moreover, in order to prove the convergence of the proposed inertial algorithm, we formulate first the inertial version of the randomized Krasnosel'skii-Mann iterations algorithm for
more » ... oximating the set of fixed points of a nonexpansive operator and investigate its convergence properties. Then the convergence of stochastic coordinate descent inertial primal-dual splitting algorithm is derived by applying the inertial version of the randomized Krasnosel'skii-Mann iterations to the composition of the proximity operator.
arXiv:1604.04845v1 fatcat:2xb3dt44prb67btvjbseh5j6bm