Corpus ID: 221996054

Projection-Free Adaptive Gradients for Large-Scale Optimization

@article{Combettes2020ProjectionFreeAG,
  title={Projection-Free Adaptive Gradients for Large-Scale Optimization},
  author={Cyrille W. Combettes and C. Spiegel and Sebastian Pokutta},
  journal={ArXiv},
  year={2020},
  volume={abs/2009.14114}
}
  • Cyrille W. Combettes, C. Spiegel, Sebastian Pokutta
  • Published 2020
  • Computer Science, Mathematics
  • ArXiv
  • The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational burdens, by querying only approximate first-order information from the objective and by maintaining feasibility of the iterates without using projections. In this paper, we improve the quality of their first-order information by blending in adaptive gradients… CONTINUE READING
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