2 papers
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…
math.OC2022
Accelerating Frank-Wolfe via Averaging Step Directions
Zhaoyue Chen, Yifan Sun
The Frank-Wolfe method is a popular method in sparse constrained optimization, due to its fast per-iteration complexity. However, the tradeoff is that its worst case global converg…