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math.OC2021
Approximate Frank-Wolfe Algorithms over Graph-structured Support Sets
Baojian Zhou, Yifan Sun
In this paper, we consider approximate Frank-Wolfe (FW) algorithms to solve convex optimization problems over graph-structured support sets where the linear minimization oracle (LM…
math.OC2021
Continuous Time Frank-Wolfe Does Not Zig-Zag, But Multistep Methods Do Not Accelerate
Zhaoyue Chen, Mokhwa Lee, Yifan Sun
The Frank-Wolfe algorithm has regained much interest in its use in structurally constrained machine learning applications. However, one major limitation of the Frank-Wolfe algorith…