Journal ArticleDOI
Some comments of Wolfe's `away step'
J Guélat,Patrice Marcotte +1 more
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.read more
Citations
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Journal ArticleDOI
The condition number of a function relative to a set
David H. Gutman,Javier Peña +1 more
TL;DR: In this article, the relative condition number of a differentiable convex function relative to a reference convex set and distance function pair is defined as the ratio of relative smoothness to relative strong convexity constants.
A Linearly Convergent Conditional Gradient Algorithm with Applications to Online and
Dan Garber,Elad Hazan +1 more
TL;DR: In this article, a conditional gradient algorithm was proposed for online convex optimization over polyhedral sets that performs only a single linear optimization step over the domain on each iteration and enjoys a linear convergence rate.
On sparse sensor placement for parameter identification problems with partial differential equations
TL;DR: To mitigate the influence of measurement noise, this thesis minimize an optimality criterion for the distribution of the sensors which is modeled as a measure on the set of possible candidate locations.
Journal ArticleDOI
A Momentum-Guided Frank-Wolfe Algorithm
TL;DR: It is proved that a momentum variant of FW, here termed accelerated Frank Wolfe (AFW), converges with a faster rate than existing fast convergent FW variants, despite the same ...read more
Posted Content
Stochastic Frank-Wolfe for Constrained Finite-Sum Minimization
Geoffrey Negiar,Gideon Dresdner,Alicia Tsai,Laurent El Ghaoui,Francesco Locatello,Robert M. Freund,Fabian Pedregosa +6 more
TL;DR: In this paper, a stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure is proposed.
References
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