conditional gradient method

Voronoi Conditional Gradient Method for Constrained Nonconvex Optimization

  • Abbas Khademi
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , , ,

    The Conditional Gradient method offers a computationally efficient, projection-free framework for constrained problems; however, in nonconvex settings it may converge to stationary points of low quality. We propose the Voronoi Conditional Gradient (VCG) method, a geometric heuristic that systematically explores the feasible region by constructing adaptive Voronoi partitions from previously discovered stationary points. VCG incrementally … Read more

    Primal-dual proximal bundle and conditional gradient methods for convex problems

  • Jiaming Liang
    • Categories Convex and Nonsmooth Optimization, Convex Optimization, Nonsmooth Optimization Tags , , , , ,

    This paper studies the primal-dual convergence and iteration-complexity of proximal bundle methods for solving nonsmooth problems with convex structures. More specifically, we develop a family of primal-dual proximal bundle methods for solving convex nonsmooth composite optimization problems and establish the iteration-complexity in terms of a primal-dual gap. We also propose a class of proximal bundle … Read more