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Rapport (Rapport De Recherche) Année : 2015

Generalized conditional gradient: analysis of convergence and applications

Résumé

The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed , when the objective function is smooth, we provide a novel certificate of optimality and we show that the algorithm has a linear convergence rate. Applications of this algorithm are also discussed.
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hal-01217870 , version 1 (20-10-2015)

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Alain Rakotomamonjy, Rémi Flamary, Nicolas Courty. Generalized conditional gradient: analysis of convergence and applications. [Research Report] LITIS; Lagrange; IRISA. 2015. ⟨hal-01217870⟩
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