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In (a), the iterations and time are truncated at 10000 and 10 s, repectively, since Backtracking and Agnostic stall on this instance

Progress of the primal value, FW gap for two problems with a quadratic objective (nuclear norm, standard quadratic), for two problems with a self-concordant objective (D-Opt, portfolio) · 2024

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Secant Line Search for Frank-Wolfe Algorithms

math.OC · 2025-01-30 · reject · novelty 6.0

A secant-method line search computes near-exact Frank-Wolfe step sizes in few gradient evaluations, claiming to match exact line search in theory and practice.

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  • Secant Line Search for Frank-Wolfe Algorithms math.OC · 2025-01-30 · reject · none · ref 3

    A secant-method line search computes near-exact Frank-Wolfe step sizes in few gradient evaluations, claiming to match exact line search in theory and practice.