Projection Efficient Subgradient Method and Optimal Nonsmooth Frank-Wolfe Method

Kiran Koshy Thekumparampil, Prateek Jain, Praneeth Netrapalli +1

We consider the classical setting of optimizing a nonsmooth Lipschitz continuous convex function over a convex constraint set, when having access to a (stochastic) first-order orac…