most citedLinear Convergence of the Randomized Feasible Descent Method Under the Weak Strong Convexity Assumption

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cs.LG2015★ 8 cited

Linear Convergence of the Randomized Feasible Descent Method Under the Weak Strong Convexity Assumption

Chenxin Ma, Rachael Tappenden, Martin Takáč

In this paper we generalize the framework of the feasible descent method (FDM) to a randomized (R-FDM) and a coordinate-wise random feasible descent method (RC-FDM) framework. We s…