🌙

条件梯度方法的仿射不变收敛速率

Affine Invariant Convergence Rates of the Conditional Gradient Method

SIAM Journal on Optimization · 2023
被引 3
ABS 3

中文导读

研究了凸复合问题中条件梯度法的收敛性,在适当增长性质下,对偶间隙收敛到零,速率从次线性到线性,且结果具有仿射不变性。

Abstract

We show that the conditional gradient method for the convex composite problem generates primal and dual iterates with a duality gap converging to zero provided a suitable growth property holds and the algorithm makes a judicious choice of stepsizes. The rate of convergence of the duality gap to zero ranges from sublinear to linear depending on the degree of the growth property. The growth property and convergence results depend on the pair in an affine invariant and norm-independent fashion.

凸优化条件梯度法收敛速率对偶间隙