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 $$(P): {\min }_{x\in {\mathbb {R}}^n} \; f(\mathsf {A} x) + h(x)$$...
Main Authors: | Zhao, Renbo, Freund, Robert M. |
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Other Authors: | Massachusetts Institute of Technology. Operations Research Center |
Format: | Article |
Language: | English |
Published: |
Springer Berlin Heidelberg
2022
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Online Access: | https://hdl.handle.net/1721.1/142541 |
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