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math.OC2020★ 4 cited
Affine Invariant Analysis of Frank-Wolfe on Strongly Convex Sets
Thomas Kerdreux, Lewis Liu, Simon Lacoste-Julien +1
It is known that the Frank-Wolfe (FW) algorithm, which is affine-covariant, enjoys accelerated convergence rates when the constraint set is strongly convex. However, these results…
math.OC2020
Projection-Free Optimization on Uniformly Convex Sets
Thomas Kerdreux, Alexandre d'Aspremont, Sebastian Pokutta
The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of , and it (or its variants) enjoys accelerated converg…