Linearly Convergent Frank-Wolfe without Line-Search.
Fabian PedregosaGeoffrey NégiarArmin AskariMartin JaggiPublished in: AISTATS (2020)
Keyphrases
- line search
- step size
- quadratic programming
- objective function
- conjugate gradient
- global convergence
- convergence rate
- risk minimization
- linear program
- primal dual
- linear programming problems
- multi objective
- optimization methods
- faster convergence
- optimization procedure
- linear programming
- distance measure
- special case
- evolutionary algorithm
- support vector
- optimal solution