The Frank-Wolfe algorithm: a short introduction

S Pokutta - Jahresbericht der Deutschen Mathematiker …, 2024 - Springer
In this paper we provide an introduction to the Frank-Wolfe algorithm, a method for smooth
convex optimization in the presence of (relatively) complicated constraints. We will present …

Convex mixed-integer optimization with Frank-Wolfe methods

D Hendrych, H Troppens, M Besançon… - arXiv preprint arXiv …, 2022 - arxiv.org
Mixed-integer nonlinear optimization encompasses a broad class of problems that present
both theoretical and computational challenges. We propose a new type of method to solve …

[PDF][PDF] FASTER CONDITIONAL GRADIENT ALGORITHMS FOR MACHINE LEARNING

AAC de Diego - 2021 - core.ac.uk
Convex optimization stands at the heart of many machine learning applications and tasks.
Many of these problems can be phrased as: min x∈ X 𝑓 (x),(1.1. 1) where 𝑓 is a convex …