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Conference papers
A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming
Abstract : We propose a conditional gradient framework for a composite convex minimization template with broad applications. Our approach combines the notions of smoothing and homotopy under the CGM framework, and provably achieves the optimal O(1/√k) convergence rate. We demonstrate that the same rate holds if the linear subproblems are solved approximately with additive or multiplicative error. Specific applications of the framework include the non-smooth minimization, semidefinite programming, and minimization with linear inclusion constraints over a compact domain. We provide numerical evidence to demonstrate the benefits of the new framework.
https://hal.telecom-paris.fr/hal-02292460
Contributor : Telecomparis Hal Connect in order to contact the contributor
Submitted on : Thursday, September 19, 2019 - 7:25:27 PM
Last modification on : Wednesday, November 3, 2021 - 6:21:18 AM
Contributor : Telecomparis Hal Connect in order to contact the contributor
Submitted on : Thursday, September 19, 2019 - 7:25:27 PM
Last modification on : Wednesday, November 3, 2021 - 6:21:18 AM