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math.OC2009
Metric Subregularity and the Proximal Point Method
D. Leventhal
We examine the linear convergence rates of variants of the proximal point method for finding zeros of maximal monotone operators. We begin by showing how metric subregularity is su…
math.OC2008★ 4 cited
Randomized Methods for Linear Constraints: Convergence Rates and Conditioning
D. Leventhal, A. S. Lewis
We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding…