Local LMO is Secretly a Projection Method!
It is shown that, whenever the ball radius does not exceed the Polyak radius, the Local LMO step is the Euclidean projection of the current iterate onto the intersection of the feasible set with a half-space that separates the iterate from the solution set; this projection is nonetheless computable by a linear oracle a...
Peter Richtárik, Ammar Mahran
· 0 citations