About accelerated randomized methods

Understand

We show how one can obtain nonaccelerated randomized coordinate descent method (Yu.

• Nesterov, 2010) and nonaccelerated method of randomization of sum-type functional (Le Roux-Schmidt-Bach, 2012) from the optimal method for the stochastic optimization problem (SIGMA, Devolder-Glineur-Nesterov-Dvurechensky-Gasnikov, 2014).
• The main trick is a special restart technique.
• We considered this trick to be usefull in others contexts.