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.
The geometric mean of the solving time is taken over all instances
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Secant Line Search for Frank-Wolfe Algorithms
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.