Self-Concordant Analysis of Frank-Wolfe Algorithms

Pavel E. Dvurechensky, Petr Ostroukhov, Kamil Safin, Shimrit Shtern, Mathias Staudigl

Abstract: Projection-free optimization via different variants of the Frank-Wolfe (FW), a.k.a. Conditional Gradient method has become one of the cornerstones in optimization for machine learning since in many...