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math.OC2026
Convergence of the Frank-Wolfe Algorithm for Monotone Variational Inequalities
Matthew Hough
We consider the Frank-Wolfe algorithm for solving variational inequalities over compact, convex sets under a monotone operator and vanishing, nonsummable step sizes. We intro…
math.OC2025
Data-Dependent Complexity of First-Order Methods for Binary Classification
Matthew Hough, Stephen A. Vavasis
Large-scale problems in data science are often modeled with optimization, and the optimization model is usually solved with first-order methods that may converge at a sublinear rat…
math.OC2024
A Primal-Dual Frank-Wolfe Algorithm for Linear Programming
Matthew Hough, Stephen A. Vavasis
We present two first-order primal-dual algorithms for solving saddle point formulations of linear programs, namely FWLP (Frank-Wolfe Linear Programming) and FWLP-P. The former iter…