A new article about random proximal subspace method with identification-based sampling

Title: Proximal Gradient Methods with Adaptive Subspace Samplings

Together with my supervisors Franck Iutzeler and Jérôme Malick we propose a randomized proximal gradient method that uses enforced by regularizer low dimensional structure of the solution to specify the subspaces and improve the rate in terms of dimensions explored.

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Dmitry Grishchenko
Senior Engineer