ec045a5ca2d8cfc528591b4c34296370-Supplemental-Conference.pdf

Given two matricesx,y Rn d, we define inner product x,y = tr(xTy) and the Frobeniusnorm x 2F = x,x . Pn i=1fi(x) is also L-smooth. LetM(r) defined by iterations(15)and (16), then it holds thatforanyr = 0,...,R, By symmetry ofRn,k, it suffices to consider the case thatj i i + n j. Next we establish the bounds formin2 j nµj. It is easy to observethatkisevenby(29).