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math.OC2024
The Pivoting Framework: Frank-Wolfe Algorithms with Active Set Size Control
Elias Wirth, Mathieu Besançon, Sebastian Pokutta
We propose the pivoting meta algorithm (PM) to enhance optimization algorithms that generate iterates as convex combinations of vertices of a feasible region $C\subseteq \mathbb{R}…
math.OC2024
Fast convergence of Frank-Wolfe algorithms on polytopes
Elias Wirth, Javier Pena, Sebastian Pokutta
We provide a template to derive convergence rates for the following popular versions of the Frank-Wolfe algorithm on polytopes: vanilla Frank-Wolfe, Frank-Wolfe with away steps, Fr…