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Journal ArticleDOI

Some comments of Wolfe's `away step'

J Guélat, +1 more
- 01 May 1986 - 
- Vol. 35, Iss: 1, pp 110-119
TLDR
It is given a detailed proof, under slightly weaker conditions on the objective function, that a modified Frank-Wolfe algorithm based on Wolfe's ‘away step’ strategy can achieve geometric convergence, provided a strict complementarity assumption holds.
Abstract
We give a detailed proof, under slightly weaker conditions on the objective function, that a modified Frank-Wolfe algorithm based on Wolfe's ‘away step’ strategy can achieve geometric convergence, provided a strict complementarity assumption holds.

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Citations
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Journal ArticleDOI

Active Set Complexity of the Away-Step Frank--Wolfe Algorithm

TL;DR: In this paper, active set identification results for the away-step Frank-Wolfe algorithm in different settings were studied. But the results were only applied to combinatorial settings.
Proceedings ArticleDOI

Background Subtraction via Fast Robust Matrix Completion

TL;DR: The results showed faster computation, at least twice as when IALM solver is used, while having a comparable accuracy even better in some challenges, in subtracting the backgrounds in order to detect moving objects in the scene.
Posted Content

Blended Conditional Gradients: the unconditioning of conditional gradients.

TL;DR: The authors presented a blended conditional gradient approach for minimizing a smooth convex function over a polytope P, combining the Frank-Wolfe algorithm (also called conditional gradient) with gradient-based steps, different from away steps and pairwise steps.
Proceedings Article

{Similarity Learning for High-Dimensional Sparse Data}

TL;DR: In this article, the similarity measure is parameterized as a convex combination of rank-one matrices with specic sparsity structures, and the parameters are then optimized with an approximate Frank-Wolfe procedure to maximally satisfy relative similarity constraints on the training data.
Proceedings Article

Linear Convergence of Stochastic Frank Wolfe Variants

TL;DR: In this paper, it was shown that the Away-step stochastic Frank-Wolfe Algorithm (ASFW) and Pairwise Stochastic Frank Wolfe algorithm (PSFW) converge linearly in expectation.