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.
(A.3) If we choose constant δt =δ , the sum of the terms with δ on the right hand side becomes O(tδ)
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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.