Generalized conditional gradient: analysis of convergence and applications

Abstract : The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed , when the objective function is smooth, we provide a novel certificate of optimality and we show that the algorithm has a linear convergence rate. Applications of this algorithm are also discussed.
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Submitted on : Tuesday, October 20, 2015 - 11:17:47 AM
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  • HAL Id : hal-01217870, version 1
  • ARXIV : 1510.06567

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Alain Rakotomamonjy, Rémi Flamary, Nicolas Courty. Generalized conditional gradient: analysis of convergence and applications. [Research Report] LITIS; Lagrange; IRISA. 2015. ⟨hal-01217870⟩

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