Avoiding bad steps in Frank-Wolfe variants

Author:

Rinaldi Francesco,Zeffiro DamianoORCID

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference67 articles.

1. Frank, M., Wolfe, P.: An algorithm for quadratic programming. Naval Res. Logist. Q. 3(1–2), 95–110 (1956)

2. Freund, R.M., Grigas, P., Mazumder, R.: An extended Frank-Wolfe method with in-face directions, and its application to low-rank matrix completion. SIAM J. Opt. 27(1), 319–346 (2017)

3. Lacoste-Julien, S., Jaggi, M.: On the global linear convergence of frank-wolfe optimization variants. Adv. Neural Inform. Process. Syst. 28, 496–504 (2015)

4. Berrada, L., Zisserman, A., Kumar, M.P.: Deep Frank-Wolfe for neural network optimization. In: International conference on learning representations (2018)

5. Jaggi, M.: Revisiting Frank-Wolfe: Projection-free sparse convex optimization. In: Proceedings of the 30th international conference on machine learning, pp. 427–435 (2013)

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