A Linearly Convergent Variant of the Conditional Gradient Algorithm under Strong Convexity, with Applications to Online and Stochastic Optimization
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Publication:5741072
DOI10.1137/140985366zbMath1342.65142arXiv1301.4666OpenAlexW2481906283MaRDI QIDQ5741072
Publication date: 21 July 2016
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.4666
linear programmingstochastic optimizationonline learningFrank-Wolfe algorithmfirst-order methodsonline convex optimizationconditional gradient methods
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Linear programming (90C05) Stochastic programming (90C15) Combinatorial optimization (90C27)
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