We describe a new personal variant of the Frank-Wolfe algorithm that estimates the null components of the sparse Saddle-point solution of a convex-concave Saddle point problem. Then, we show with numerical tests hold this approach brings savings in terms of cpu-time

New active-set Frank-Wolfe variants for saddle point problems

Bortolon, Francesco
2017/2018

Abstract

We describe a new personal variant of the Frank-Wolfe algorithm that estimates the null components of the sparse Saddle-point solution of a convex-concave Saddle point problem. Then, we show with numerical tests hold this approach brings savings in terms of cpu-time
Scuola di Scienze
2017-12-15
88
active-set approach, Frank-Wolfe, Saddle point problems
Lauree magistrali
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/24144