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math.OC2011★ 18 cited
Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function
Peter Richtárik, Martin Takáč
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it ob…
math.OC2008★ 500 cited
Generalized power method for sparse principal component analysis
Michel Journée, Yurii Nesterov, Peter Richtárik +1
In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA pr…