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math.NA2020
Stochastic Steepest Descent Methods for Linear Systems: Greedy Sampling & Momentum
Md Sarowar Morshed, Sabbir Ahmad, Md Noor-E-Alam
Recently proposed adaptive Sketch & Project (SP) methods connect several well-known projection methods such as Randomized Kaczmarz (RK), Randomized Block Kaczmarz (RBK), Motzkin Re…
math.NA2020
Sketch & Project Methods for Linear Feasibility Problems: Greedy Sampling & Momentum
Md Sarowar Morshed, Md. Noor-E-Alam
We develop two greedy sampling rules for the Sketch & Project method for solving linear feasibility problems. The proposed greedy sampling rules generalize the existing max-distanc…