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, $$...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Berlin Heidelberg,
2022-05-16T16:11:54Z.
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| Subjects: | |
| Online Access: | Get fulltext |