2 papers
math.OC2016
TMAC: A Toolbox of Modern Async-Parallel, Coordinate, Splitting, and Stochastic Methods
Brent Edmunds, Zhimin Peng, Wotao Yin
TMAC is a toolbox written in C++11 that implements algorithms based on a set of modern methods for large-scale optimization. It covers a variety of optimization problems, which can…
math.OC2016
The Sound of APALM Clapping: Faster Nonsmooth Nonconvex Optimization with Stochastic Asynchronous PALM
Damek Davis, Brent Edmunds, Madeleine Udell
We introduce the Stochastic Asynchronous Proximal Alternating Linearized Minimization (SAPALM) method, a block coordinate stochastic proximal-gradient method for solving nonconvex,…