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math.OC2013★ 32 cited
Iteration Complexity Analysis of Block Coordinate Descent Methods
Mingyi Hong, Xiangfeng Wang, Meisam Razaviyayn +1
In this paper, we provide a unified iteration complexity analysis for a family of general block coordinate descent (BCD) methods, covering popular methods such as the block coordin…
math.OC2013★ 14 cited
A Stochastic Successive Minimization Method for Nonsmooth Nonconvex Optimization with Applications to Transceiver Design in Wireless Communication Networks
Meisam Razaviyayn, Maziar Sanjabi, Zhi-Quan Luo
Consider the problem of minimizing the expected value of a cost function parameterized by a random variable. The classical sample average approximation (SAA) method for solving thi…