Frank–Wolfe and friends: a journey into projection-free first-order optimization methods
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AbstractInvented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank–Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data Science and other relevant application areas. This review tries to explain the success of this approach by illustrating versatility and applicability in a wide range of contexts, combined with an account on recent progress in variants, improving on both the speed and efficiency of this surprisingly simple principle of first-order optimization.
1994 ◽
Vol 29
(1)
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pp. 43-55
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2012 ◽
Vol 588-589
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pp. 359-363
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1980 ◽
Vol 12
(3)
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pp. 727-745
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1980 ◽
Vol 12
(03)
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pp. 727-745
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