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math.OC2026
Two-stage stochastic algorithm for solving large-scale (non)-convex separable optimization problems under affine constraints
Benjamin Dubois-Taine, Laurent Pfeiffer, Nadia Oudjane +2
We consider nonsmooth optimization problems under affine constraints, where the objective consists of the average of the component functions of a large number of agents, and we…
math.OC2021
Screening for a Reweighted Penalized Conditional Gradient Method
Yifan Sun, Francis Bach
The conditional gradient method (CGM) is widely used in large-scale sparse convex optimization, having a low per iteration computational cost for structured sparse regularizers and…