Shota Takahashi

Fast Frank–Wolfe Algorithms with Adaptive Bregman Step-Size for Weakly Convex Functions

We propose Frank–Wolfe (FW) algorithms with an adaptive Bregman step-size strategy for smooth adaptable (also called: relatively smooth) (weakly-) convex functions. This means that the gradient of the objective function is not necessarily Lipschitz continuous, and we only require the smooth adaptabl…