A generalized Frank–Wolfe method with “dual averaging” for strongly convex composite optimization
Abstract We propose a simple variant of the generalized Frank–Wolfe method for solving strongly convex composite optimization problems, by introducing an additional averaging step on the dual variables. We show that in this variant, one can choose a simple constant step-size and obtain...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg
2022
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| Online Access: | https://hdl.handle.net/1721.1/146364 |