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math.OC2022
Follow the flow: Proximal flow inspired multi-step methods
Yushen Huang, Yifan Sun
We investigate a family of approximate multi-step proximal point methods, accelerated by implicit linear discretizations of gradient flow. The resulting methods are multi-step prox…
math.OC2022
A Multistep Frank-Wolfe Method
Zhaoyue Chen, Yifan Sun
The Frank-Wolfe algorithm has regained much interest in its use in structurally constrained machine learning applications. However, one major limitation of the Frank-Wolfe algorith…