ICCOPT 2013 Talk, Room 2.1, Wednesday, July 31, 16:30-18:00

 Speaker: Paul Grigas, MIT Operations Research Center, USA
 Title: New results and analysis for the Frank-Wolfe method
 Co-authors: Robert M. Freund

 Abstract:
Scientific Program

We present new results for the Frank-Wolfe (also known as the ``conditional gradient") method. Using proof techniques motivated from dual averaging methods, we derive computational guarantees for arbitrary step-size sequences. Our results include guarantees for both duality gaps and the so-called Wolfe gaps. We then examine these guarantees for several different step-size sequences, including those that depend naturally on the warm-start quality of the initial (and subsequent) iterates. Furthermore, we present complexity bounds in the presence of approximate computation of gradients and subproblems.


 Talk in: Organized Session Wed.C.21 First-order methods, boosting and related issues
 Cluster: Convex and nonsmooth optimization


 Go to: Wed.C
 Go to: unframed Scientific Program

 Go to: ICCOPT 2013 Main Webpage