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arXiv 2015-10-22 0 views

Generalized conditional gradient: analysis of convergence and applications

Rakotomamonjy, Alain · Flamary, Rémi · Courty, Nicolas

Original · EN

The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed, when the objective function is smooth, we provide a novel certificate of optimality and we show that the algorithm has a linear convergence rate. Applications of this algorithm are also discussed.

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