Simplified Versions of the Conditional Gradient Method
Optimization and Control
2018-01-17 v1
Abstract
We suggest simple modifications of the conditional gradient method for smooth optimization problems, which maintain the basic convergence properties, but reduce the implementation cost of each iteration essentially. Namely, we propose the step-size procedure without any line-search, and inexact solution of the direction finding subproblem. Preliminary results of computational tests confirm efficiency of the proposed modifications.
Cite
@article{arxiv.1801.05251,
title = {Simplified Versions of the Conditional Gradient Method},
author = {Igor Konnov},
journal= {arXiv preprint arXiv:1801.05251},
year = {2018}
}
Comments
20 pages