New analysis and results for the Frank–Wolfe method
We present new results for the Frank–Wolfe method (also known as the conditional gradient method). We derive computational guarantees for arbitrary step-size sequences, which are then applied to various step-size rules, including simple averaging and constant step-sizes. We also develop step-size ru...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2016
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| Online Access: | http://hdl.handle.net/1721.1/103128 https://orcid.org/0000-0002-1733-5363 https://orcid.org/0000-0002-5617-1058 |