@inproceedings{6aa2fc7f71034388a27635c6569deed2,
title = "A stochastic coordinate descent primal-dual algorithm and applications",
abstract = "First, we introduce a splitting algorithm to minimize a sum of three convex functions. The algorithm is of primal dual kind and is inspired by recent results of {\t V} and Condat. Second, we provide a randomized version of the algorithm based on the idea of coordinate descent. Finally, we address two applications of our method: (i) for stochastic minibatch optimization; and (ii) for distributed optimization.",
keywords = "Consensus algorithms, Coordinate Descent, Distributed Optimization, Large-scale Learning, Primal-Dual Algorithm",
author = "Pascal Bianchi and Walid Hachem and Iutzeler Franck",
note = "Publisher Copyright: {\textcopyright} 2014 IEEE.; 2014 24th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2014 ; Conference date: 21-09-2014 Through 24-09-2014",
year = "2014",
month = nov,
day = "14",
doi = "10.1109/MLSP.2014.6958866",
language = "English",
series = "IEEE International Workshop on Machine Learning for Signal Processing, MLSP",
publisher = "IEEE Computer Society",
editor = "Mamadou Mboup and Tulay Adali and Eric Moreau and Jan Larsen",
booktitle = "IEEE International Workshop on Machine Learning for Signal Processing, MLSP",
}