Generalized stochastic Frank-Wolfe algorithm with stochastic ``substitute gradient for structured convex optimization
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Publication:2020608
DOI10.1007/s10107-020-01480-7zbMath1465.90063arXiv1807.07680OpenAlexW3009614481MaRDI QIDQ2020608
Publication date: 23 April 2021
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.07680
Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Large-scale problems in mathematical programming (90C06)
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Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier, No-regret dynamics in the Fenchel game: a unified framework for algorithmic convex optimization, Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization
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