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| A BLOCK-COORDINATE DESCENT METHOD FOR LINEARLY CONSTRAINED MINIMIZATION PROBLEM |
| Xuefang Liu,Zheng Peng |
| (College of Math. and Computer Science, Fuzhou University, Fuzhou 350116, Fujian, PR China) |
| DOI： |
| Abstract: |
| In this paper, a block coordinate descent method is developed to solve a linearly constrained separable convex optimization problem. The proposed method divides the decision variable into a few blocks based on certain rules. Then the candidate solution is iteratively obtained by updating one block at each iteration. The problem, whether or not there are overlapping regions between two immediately adjacent blocks, is investigated. The global convergence of the proposed method is established under some suitable assumptions. Numerical results show that the proposed method is effective compared with some ``full-type" methods. |
| Key words: linearly constrained optimization; block coordinate descent; Gauss-Seidel fashion |