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Reducing Discretization Error in the Frank-Wolfe Method
Zhaoyue Chen, Yifan Sun
The Frank-Wolfe algorithm is a popular method in structurally constrained machine learning applications, due to its fast per-iteration complexity. However, one major limitation of…
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…
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…
Continuous Time Frank-Wolfe Does Not Zig-Zag, But Multistep Methods Do Not Accelerate
Zhaoyue Chen, Mokhwa Lee, 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…