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Overall Objectives
Application Domains
New Results
Bilateral Contracts and Grants with Industry
Bibliography
Overall Objectives
Application Domains
New Results
Bilateral Contracts and Grants with Industry
Bibliography


Section: New Results

Convergence Rate of Frank-Wolfe for Non-Convex Objectives

In [28], we give a simple proof that the Frank-Wolfe algorithm obtains a stationary point at a rate of O(1/t) on non-convex objectives with a Lipschitz continuous gradient. Our analysis is affine invariant and is the first, to the best of our knowledge, giving a similar rate to what was already proven for projected gradient methods (though on slightly different measures of stationarity).