A generalized Frank-Wolfe method with ``dual averaging for strongly convex composite optimization

DOI10.1007/s11590-022-01951-0arXiv2106.15786OpenAlexW4308471568MaRDI QIDQ6164957

Renbo Zhao, Qiuyun Zhu

Publication date: 28 July 2023

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2106.15786

zbMATH Keywords

convex optimizationnon-asymptotic analysisgeneralized Frank-Wolfe methodlogistic fictitious play

Mathematics Subject Classification ID

Convex programming (90C25) Programming in abstract spaces (90C48)

Cites Work

• Smooth minimization of non-smooth functions
• Learning mixed equilibria
• Conditional gradient type methods for composite nonlinear and stochastic optimization
• Complexity bounds for primal-dual methods minimizing the model of objective function
• Convex Optimization in Normed Spaces
• Duality Between Subgradient and Conditional Gradient Methods
• On the Global Convergence of Stochastic Fictitious Play
• New analysis and results for the Frank-Wolfe method
• Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier

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