On the Convergence of a Regularized Jacobi Algorithm for Convex Optimization
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 function, this algorithm has been shown to …