Analysis of the Frank-Wolfe method for convex composite optimization involving a logarithmically-homogeneous barrier

Abstract We present and analyze a new generalized Frank-Wolfe method for the composite optimization problem $$(P): {\min }_{x\in {\mathbb {R}}^n} \; f(\mathsf {A} x) + h(x)$$ ( P ) : min x ∈ R n f ( A x ) + h ( x ) , where f is a $$\theta $$ θ -logarithmically-homogeneous self-concordant barrier, $$...

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Bibliographic Details
Main Authors: Zhao, Renbo (Author), Freund, Robert M. (Author)
Format: Article
Language:English
Published: Springer Berlin Heidelberg, 2022-05-16T16:11:54Z.
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