Analysis of the Frank–Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier

Abstract We present and analyze a new generalized Frank–Wolfe method for the composite optimization problem $$(P): {\min }_{x\in {\mathbb {R}}^n} \; f(\mathsf {A} x) + h(x)$$...

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Bibliographic Details
Main Authors: Zhao, Renbo, Freund, Robert M.
Other Authors: Massachusetts Institute of Technology. Operations Research Center
Format: Article
Language:English
Published: Springer Berlin Heidelberg 2022
Online Access:https://hdl.handle.net/1721.1/142541