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On the Global Linear Convergence of Frank-Wolfe Optimization Variants

Annual Conference on Neural Information Processing Systems, (2015): 496-504

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The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning applications. However, its convergence rate is known to be slow (sublinear) when the solution lies at the boundary. A simple less-known fix is to add the ...更多

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