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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.
On approximate solutions of systems of linear inequalities
Alan J Hoffman · 1952
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Bounds for error in the solution set of a perturbed linear program
Stephen M Robinson · 1973
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The sharp Lipschitz constants for feasible and optimal solutions of a perturbed linear program
Wu Li · 1993
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Error bounds and convergence analysis of feasible descent methods: a general approach
Zhi-Quan Luo and Paul Tseng · 1993
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Coordinate descent method for large-scale l2-loss linear support vector machines
Kai-Wei Chang, Cho-Jui Hsieh, and Chih-Jen Lin · 2008
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Cho-Jui Hsieh, Kai-Wei Chang, Chih-Jen Lin, S Sathiya Keerthi, and Sellamanickam Sundararajan · 2008
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Iteration complexity of randomized block-coordinate descent methods for minimizing a composite function
Peter Richtárik and Martin Takáč · 2014
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Iteration complexity of feasible descent methods for convex optimization
Po-Wei Wang and Chih-Jen Lin · 2014
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Ion Necoara · 2015
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Distributed mini-batch SDCA
Martin Takáč, Peter Richtárik, and Nathan Srebro · 2015
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Ji Liu and Stephen J Wright · 2014
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On the complexity of parallel coordinate descent
Rachael Tappenden, Martin Takáč, and Peter Richtárik · 2015
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