![]() Yang, Yang ![]() in Proc. 2019 IEEE International Conference on Acoustics, Speech and Signal (ICASSP) (2019, May) Detailed reference viewed: 277 (33 UL)![]() Yang, Yang ![]() E-print/Working paper (2019) In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by ... [more ▼] In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by solving the original optimization problem with respect to that block variable inexactly. More precisely, a local approximation of the original optimization problem is solved. The proposed algorithm has several attractive features, namely, i) high flexibility, as the approximation function only needs to be strictly convex and it does not have to be a global upper bound of the original function; ii) fast convergence, as the approximation function can be designed to exploit the problem structure at hand and the stepsize is calculated by the line search; iii) low complexity, as the approximation subproblems are much easier to solve and the line search scheme is carried out over a properly constructed differentiable function; iv) guaranteed convergence to a stationary point, even when the objective function does not have a Lipschitz continuous gradient. Interestingly, when the approximation subproblem is solved by a descent algorithm, convergence to a stationary point is still guaranteed even if the approximation subproblem is solved inexactly by terminating the descent algorithm after a finite number of iterations. These features make the proposed algorithm suitable for large-scale problems where the dimension exceeds the memory and/or the processing capability of the existing hardware. These features are also illustrated by several applications in signal processing and machine learning, for instance, network anomaly detection and phase retrieval. [less ▲] Detailed reference viewed: 226 (36 UL)![]() Yang, Yang ![]() ![]() in IEEE Transactions on Signal Processing (2019) Detailed reference viewed: 645 (71 UL)![]() Lei, Lei ![]() ![]() in IEEE Global Communications Conference (GLOBECOM) 2018 (2018, December) Detailed reference viewed: 227 (24 UL)![]() Yang, Yang ![]() ![]() in IEEE Journal of Selected Topics in Signal Processing (2018), 12(6), 1286-1302 Detailed reference viewed: 512 (52 UL)![]() Yang, Yang ![]() ![]() in Proc. 26th European Signal Processing Conference (2018, September) Detailed reference viewed: 397 (55 UL)![]() ; ; Yang, Yang ![]() in IEEE Transactions on Communications (2018), 66(6), 3108-3121 Detailed reference viewed: 320 (21 UL)![]() Yang, Yang ![]() ![]() in Proc. The 10th IEEE Sensor Array and Multichannel Signal Processing Workshop (2018, July) Detailed reference viewed: 336 (24 UL)![]() ; ; et al in IEEE Transactions on Communications (2018), 66(5), 1955-1969 Detailed reference viewed: 224 (9 UL)![]() ; Yang, Yang ![]() in Proc. IEEE Wireless Communications and Networking Conference (2018, April) Detailed reference viewed: 224 (15 UL)![]() Yang, Yang ![]() in Proc. 2018 IEEE International Conference on Acoustics, Speech and Signal (2018, April) Detailed reference viewed: 242 (17 UL)![]() Yang, Yang ![]() in Proc. 2018 IEEE International Conference on Acoustics, Speech and Signal (2018, April) Detailed reference viewed: 301 (58 UL)![]() ; ; et al in Proc. 60th IEEE Global Communications Conference (2017, December) Detailed reference viewed: 152 (19 UL)![]() Yang, Yang ![]() in Proc. 8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (2017, December) Detailed reference viewed: 161 (4 UL)![]() Yang, Yang ![]() in Proc. 5th International Workshop on Cloud Technologies and Energy Efficiency in Mobile Communication Networks (2017, June 22) Detailed reference viewed: 126 (0 UL)![]() Yang, Yang ![]() in IEEE Transactions on Signal Processing (2017), 65(13), 3313-3328 Detailed reference viewed: 303 (20 UL)![]() Yang, Yang ![]() in Proc. 2016 IEEE Global Communications Conference (2016, December) Detailed reference viewed: 108 (1 UL)![]() ; Yang, Yang ![]() in Proc. 24th European Signal Processing Conference (2016, August) Detailed reference viewed: 111 (1 UL)![]() Yang, Yang ![]() in IEEE Transactions on Signal and Information Processing over Networks (2016), 2(3), 290-305 Detailed reference viewed: 224 (6 UL)![]() Yang, Yang ![]() in IEEE Transactions on Signal Processing (2016), 64(11), 2949-2964 Detailed reference viewed: 208 (7 UL) |
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