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Spectral Frank-Wolfe Algorithm: Strict Complementarity and Linear Convergence

ICML 2020 · Optimization › Nonconvex and smooth optimization · approach: Stochastic Frank-Wolfe methods · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SpecFW (k=4 eigenvectors, k > r*=3) instead of FW for rank-3 quadratic sensingSpectral Frank-Wolfe · Quadratic sensing, n=600, k > r*relative objective vs iterations and timeHelped
Set k=2 (less than r*=3) for SpecFW (ablation)Spectral Frank-Wolfe · Quadratic sensing, n=600, k < r*relative objective vs iterationsNo clear effect
Set k=2 (less than r*=3) for G-BlockFW (ablation)G-BlockFW · Quadratic sensing, n=600, k < r*relative objective vs iterationsHurt
Use classical FW (single eigenvector) on rank-3 solutionFrank-Wolfe · Quadratic sensing, rank r*=3convergence rateHurt

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