Essays about: "Stochastic Frank-Wolfe"

Found 2 essays containing the words Stochastic Frank-Wolfe.

1. 1. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Olof Håkman; [2023]
   Keywords : Stochastic Frank-Wolfe; Stochastic optimization; Sampling without replacement;

   Abstract : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). READ MORE

3. 2. Conditional steepest descent directions over Cartesian product sets : With application to the Frank-Wolfe method

   University essay from Linköpings universitet/Optimeringslära; Linköpings universitet/Tekniska fakulteten

   Author : Johan Högdahl; [2015]
   Keywords : Nonlinear optimization; feasible direction methods; the Frank-Wolfe method; scaled direction; stochastic transportation problem;

   Abstract : We derive a technique for scaling the search directions of feasible direction methods when applied to optimization problems over Cartesian product sets. It is proved that when the scaling is included in a convergent feasible direction method, also the new method will be convergent. READ MORE