Smooth Primal-Dual Coordinate Descent Algorithms for Nonsmooth Convex Optimization

Ahmet Alacaoglu, Quoc Tran Dinh, Olivier Fercoq, Volkan Cevher

Neural Information Processing Systems 

Our analysis relies on a novel combination of four ideas applied to the primal-dual gap function: smoothing, acceleration, homotopy, and coordinate descent with non-uniform sampling.

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