Linear convergence of Frank-Wolfe for rank-one matrix recovery without strong convexity
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Publication:6038639
DOI10.1007/s10107-022-01821-8zbMath1517.90101arXiv1912.01467MaRDI QIDQ6038639
Publication date: 2 May 2023
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.01467
convex optimization; semidefinite programming; conditional gradient method; phase retrieval; low-rank matrix recovery; robust PCA; Frank-Wolfe algorithm; nuclear norm minimization; low-rank optimization
90C22: Semidefinite programming
90C25: Convex programming
90C06: Large-scale problems in mathematical programming
68W20: Randomized algorithms
68W27: Online algorithms; streaming algorithms