A new accelerated, parallel, proximal descent method

Probably not the most orthodox thing to put in a GitHub issue, but it seems like it could be helpful for this project.

In the latest SIAM Review a paper by Fercoq and Richtárik appears: [Optimization in High Dimensions vis Accelerated, Parallel, Coordinate Descent](http://epubs.siam.org/doi/abs/10.1137/16M1085905). I've got a paper copy, and I know the second author, and can certainly get an electronic copy if interested. [Here](http://www.maths.ed.ac.uk/~prichtar/papers/approx.pdf) is a preprint.

I can vouch for these folks, they've been working for years to parallelize some of the very optimization problems we're aiming to tackle here.

Start by reading the Fercoq and Richtárik paper linked in the issue and its preprint, then inspect the project to determine where such an optimization method would belong. The issue names no files, tests, entry points, or concrete acceptance criteria, so the intended implementation scope and definition of done need clarification.

Written by the indexing model from the issue text.