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math.OC2024
Flexible block-iterative analysis for the Frank-Wolfe algorithm
Gábor Braun, Jannis Halbey, Sebastian Pokutta +1
We prove that the block-coordinate Frank-Wolfe (BCFW) algorithm converges with state-of-the-art rates in both convex and nonconvex settings under a very mild "block-iterative" assu…
math.OC2021
Dual Prices for Frank--Wolfe Algorithms
Gábor Braun, Sebastian Pokutta
In this note we observe that for constrained convex minimization problems over a polytope , dual prices for the linear program $\min_{z \in P} \nabla f(x) z…