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math.OC2015
Polytope conditioning and linear convergence of the Frank-Wolfe algorithm
Javier Pena, Daniel Rodriguez
It is known that the gradient descent algorithm converges linearly when applied to a strongly convex function with Lipschitz gradient. In this case the algorithm's rate of converge…
math.OC2015★ 2 cited
On the von Neumann and Frank-Wolfe Algorithms with Away Steps
Javier Pena, Daniel Rodriguez, Negar Soheili
The von Neumann algorithm is a simple coordinate-descent algorithm to determine whether the origin belongs to a polytope generated by a finite set of points. When the origin is in…