Algorithm 1 Stochastic coordinate descent on GFN,p

Require: f : GFN,p → ℝ, D ∈ ℝN×N, V0 ∈GFN,p(D) for t = 1, …, T do Select rows ℐ ⊆ {1, …,N} $$U_0\leftarrow V_{\mathcal{I}\cdot }-D_{\mathcal{I}\mathcal{I}}^{-1}{D}_{\overline{\mathcal{I}}\mathcal{I}}{V}_{\overline{\mathcal{I}}}.$$ [Q QR] ← U0 for Q nonsingular Take G ∈ ∂Vℐ·f(V) G′ ← Gℐ𝒥 + Gℐ𝒥̄RT Construct a descent curve Y on GFi,p(Dℐℐ) through U0 in the direction of – G′ (22) Pick step size τt satisfying Armijo-Wolfe condition [18] Vt+1 ← Y(τt) end for