Simplified Versions of the Conditional Gradient Method

Igor Konnov

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arXiv · 1801.05251

Simplified Versions of the Conditional Gradient Method

Igor Konnov

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Abstract

We suggest simple modifications of the conditional gradient method for smooth optimization problems, which maintain the basic convergence properties, but reduce the implementation cost of each iteration essentially. Namely, we propose the step-size procedure without any line-search, and inexact solution of the direction finding subproblem. Preliminary results of computational tests confirm efficiency of the proposed modifications.

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Igor Konnov. 2018-01-16. Simplified Versions of the Conditional Gradient Method. https://arxiv.org/abs/1801.05251

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