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Frank-Wolfe Algorithms for (L0, L1)-smooth functions

Vyguzov, A. A. et al.
arXiv (All) · Papers
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optimization-and-control
We propose a new version of the Frank-Wolfe method, called the (L0, L1)-Frank-Wolfe algorithm, developed for optimization problems with (L0, L1)-smooth objectives. We establish that this algorithm achieves superior theoretical convergence rates compared to the classical Frank-Wolfe method. In additi
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