Generalized stochastic Frank–Wolfe algorithm with stochastic “substitute” gradient for structured convex optimization

Haihao Lu; Robert M. Freund

doi:10.1007/s10107-020-01480-7

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Generalized stochastic Frank–Wolfe algorithm with stochastic “substitute” gradient for structured convex optimization

Haihao Lu Robert M. Freund

Year: 2020 Journal: Mathematical Programming Vol: 187 (1-2)Pages: 317-349 Publisher: Springer Science+Business Media

DOI: 10.1007/s10107-020-01480-7

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Keywords:

Mathematics Stochastic gradient descent Mathematical optimization Stochastic optimization Rate of convergence Context (archaeology) Convergence (economics) Convex optimization Regular polygon Computer science Artificial neural network Artificial intelligence

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Sparse and Compressive Sensing Techniques

Physical Sciences → Engineering → Computational Mechanics

Stochastic Gradient Optimization Techniques

Physical Sciences → Computer Science → Artificial Intelligence

Markov Chains and Monte Carlo Methods

Physical Sciences → Mathematics → Statistics and Probability

Generalized stochastic Frank–Wolfe algorithm with stochastic “substitute” gradient for structured convex optimization

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