DCA-BPCG-WS-ES, a Frank-Wolfe variant with warm-starting and adaptive early stopping, solves constrained DC problems with orders of magnitude fewer linear oracle calls than prior FW-based DCA variants.
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Scalable DC Optimization via Adaptive Frank-Wolfe Algorithms
DCA-BPCG-WS-ES, a Frank-Wolfe variant with warm-starting and adaptive early stopping, solves constrained DC problems with orders of magnitude fewer linear oracle calls than prior FW-based DCA variants.