Recovery and Convergence Rate of the Frank-Wolfe Algorithm for the m-Exact-Sparse Problem.
Farah CherfaouiValentin EmiyaLiva RalaivolaSandrine AnthoinePublished in: IEEE Trans. Inf. Theory (2019)
Keyphrases
- convergence rate
- primal dual
- convergence speed
- dynamic programming
- cost function
- optimization algorithm
- learning algorithm
- numerical stability
- search space
- significant improvement
- computational efficiency
- lp norm
- simplex method
- levenberg marquardt
- learning rate
- simulated annealing
- optimal solution
- premature convergence
- non stationary
- competitive ratio
- objective function