Asymptotic linear convergence of fully-corrective generalized conditional gradient methods
(2023)
Journal Article
Bredies, K., Carioni, M., Fanzon, S., & Walter, D. (2023). Asymptotic linear convergence of fully-corrective generalized conditional gradient methods. Mathematical Programming, https://doi.org/10.1007/s10107-023-01975-z
We propose a fully-corrective generalized conditional gradient method (FC-GCG) for the minimization of the sum of a smooth, convex loss function and a convex one-homogeneous regularizer over a Banach space. The algorithm relies on the mutual update o... Read More about Asymptotic linear convergence of fully-corrective generalized conditional gradient methods.