Randomization and sparsity in huge-scale optimization on the Mirror   Descent example
  We investigate different randomizations for mirror descent method. We try to propose such a randomization that allows us to use sparsity of the problem as much as it possible. In the paper one can also find a generalization of randomizaed mirror descent for the convex optimization problems with functional restrictions. 
Anton Anikin, Alexander Gasnikov, Alexander Gornov
math.OC