Frank-Wolfe Algorithm for the Exact Sparse Problem

Farah Cherfaoui, Valentin Emiya, Liva Ralaivola, Sandrine Anthoine

Abstract: In this paper, we study the properties of the Frank-Wolfe algorithm to solve the \ExactSparse reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, there exists an iteration beyond which the algorithm converges exponentially fast.