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Rank-Adaptive and Linearly Convergent Frank--Wolfe Method over Spectrahedron via Nonconvex Oracle

Qi, Houduo et al.
arXiv (All) · Papers
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90c0690c25optimization-and-control
For Frank--Wolfe (FW) methods for convex optimization over the spectrahedron, it remains open whether a block-update variant can be linearly convergent when the update rank never exceeds the (unknown) optimal rank $r^*$ at each iteration. Existing block and spectral FW methods require an update rank
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