The cyclic block conditional gradient method for convex optimization problems
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Abstract: In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when the blocks are chosen in a cyclic order. A global sublinear rate of convergence is established for two different stepsize strategies commonly used in this class of methods. Numerical comparisons of the proposed method to both the classical conditional gradient algorithm and its random block version demonstrate the effectiveness of the cyclic block update rule.
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Cited in
(17)- A cyclic block coordinate descent method with generalized gradient projections
- Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization
- A block inertial Bregman proximal algorithm for nonsmooth nonconvex problems with application to symmetric nonnegative matrix tri-factorization
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- Frank-Wolfe and friends: a journey into projection-free first-order optimization methods
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- Splitting the conditional gradient algorithm
- Sampling-based methods for multi-block optimization problems over transport polytopes
- Criticality measure-based error estimates for infinite dimensional optimization
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