Analysis of the Frank-Wolfe Method for Convex Composite Optimization involving a Logarithmically-Homogeneous Barrier

Renbo Zhao, Robert M. Freund

We present and analyze a new generalized Frank-Wolfe method for the composite optimization problem $(P):{\min }_{x\in {\mathbb{R}}^n}f(\mathsf{A}x)+h(x)$, where $f$ is a $\theta$-loga…