On the Convergence Rate of the Duality Gap in the Generalized Frank-Wolfe Method Under the Weak Growth Condition
Renbo Zhao
Abstract
We analyze the convergence rate of certain sequence of the duality gaps in the generalized Frank-Wolfe method, under certain regime of the weak growth condition proposed in Peña (2023). Our analysis leverages a recursion lemma that may be of independent interest.
Create a lesson
Related papers
Level-Set Geometry and the Theoretical Performance of PDHG for Conic Linear Optimization
Zikai Xiong, Robert M. Freund
Trajectory Manifolds for Nonlinear Data-Enabled Predictive Control
Arda Bayer
Optimizing Lyapunov Certificates via Stability-Preserving Quadratization for Polynomial Systems
Yubo Cai, Gioele Zardini
Regularity of a Multidimensional Principal-Agent Problem with Separable Effort Costs
Shuaijie Qian, Guan Qiao
Near-Optimal Exact-Value Zeroth-Order Complexity for Smooth Strongly Convex Optimization
Wendao Wu, Haihan Zhang, Chenheng Zhang et al.
A VU-calculus for composite functions and the U-Hessian of partly smooth functions
Shuai Liu