Notes on the Frank-Wolfe Algorithm, Part III: backtracking line-search

Backtracking step-size strategies (also known as adaptive step-size or approximate line-search) that set the step-size based on a sufficient decrease condition are the standard way to set the step-size on gradient descent and quasi-Newton methods. However, these techniques are much less common for Frank-Wolfe-like algorithms. In this blog post I …

Notes on the Frank-Wolfe Algorithm, Part II: A Primal-dual Analysis

This blog post extends the convergence theory from the first part of these notes on the Frank-Wolfe (FW) algorithm with convergence guarantees on the primal-dual gap which generalize and strengthen the convergence guarantees obtained in the first part.

Notes on the Frank-Wolfe Algorithm, Part I

This blog post is the first in a series discussing different theoretical and practical aspects of the Frank-Wolfe algorithm.

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