Randomized Sparse Block Kaczmarz as Randomized Dual Block-Coordinate Descent

We show that the Sparse Kaczmarz method is a particular instance of the coordinate gradient method applied to an unconstrained dual problem corresponding to a regularized ℓ₁-minimization problem subject to linear constraints. Based on this observation and recent theoretical work concerning the convergence analysis and corresponding convergence rates for the randomized block coordinate gradient descent method, we derive block versions and consider randomized ordering of blocks of equations. Convergence in expectation is thus obtained as a byproduct. By smoothing the ℓ₁-objective we obtain a strongly convex dual which opens the way to various acceleration schemes.