Linear convergence of random dual coordinate incremental aggregated gradient methods

Hui Zhang, Yu-Hong Dai, Lei Guo

In this paper, we consider the dual formulation of minimizing ${\sum }_{i\in I}{f}_i(x_i)+{\sum }_{j\in J}{g}_j({\mathcal{A}}_{j}x)$ with the index sets $I$ and $J$ being large. To address the…