surface identification

Active Set Complexity of the Away-step Frank-Wolfe Algorithm

  • Immanuel M. Bomze
  • Francesco Rinaldi
  • Damiano Zeffiro
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , ,

    In this paper, we study active set identification results for the away-step Frank-Wolfe algorithm in different settings. We first prove a local identification property that we apply, in combination with a convergence hypothesis, to get an active set identification result. We then prove, in the nonconvex case, a novel O(1/ √k) convergence rate result and … Read more

    First-order methods for the impatient: support identification in finite time with convergent Frank-Wolfe variants

  • Immanuel M. Bomze
  • Francesco Rinaldi
  • Samuel Rota Bulo
    • Categories Constrained Nonlinear Optimization Tags , , ,

    In this paper, we focus on the problem of minimizing a non-convex function over the unit simplex. We analyze two well-known and widely used variants of the Frank-Wolfe algorithm and first prove global convergence of the iterates to stationary points both when using exact and Armijo line search. Then we show that the algorithms identify … Read more