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Generalized conditional gradient: analysis of convergence and applications (1510.06567v1)

Published 22 Oct 2015 in cs.LG, math.OC, and stat.ML

Abstract: 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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