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math.OC2026
Conditional gradient methods on unbounded feasible regions
R. DÃaz Millán, Tuan Thanh Lu, Julien Ugon
The conditional gradient method is attractive when linear minimization over the feasible region is substantially cheaper than projection. Its classical convergence theory, however,…
math.OC2025
Frank-Wolfe algorithm for star-convex functions
R. Diaz Millan, Orizon Pereira Ferreira, Julien Ugon
We study the Frank-Wolfe algorithm for minimizing a differentiable function with Lipschitz continuous gradient over a compact convex set. To extend classical complexity bounds to c…
math.OC2024
Extragradient method with feasible inexact projection to variational inequality problem
R. DÃaz Millán, O. P. Ferreira, J. Ugon
The variational inequality problem in finite-dimensional Euclidean space is addressed in this paper, and two inexact variants of the extragradient method are proposed to solve it.…