Research map / Optimization / Nonconvex and smooth optimization
Revisiting Frank-Wolfe for Polytopes: Strict Complementarity and Sparsity
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Assume strict complementarity for Frank-Wolfe with away-steps and line-search | Frank-Wolfe with away-steps and line-search · Convex minimization over a polytope with quadratic growth | linear convergence rate: exp(-Θ(t/d)) -> exp(-Θ(t/dim F*)) | Helped |
| Require strict complementarity and bounded gradient perturbation | Optimal face under a perturbed objective · Convex optimization over a polytope | preservation of the optimal face: ν < δ/[D(1 + 2β/α)] | Helped |
| Restrict the optimal solution to a vertex while allowing arbitrary Frank-Wolfe-type methods | Frank-Wolfe-type methods initialized at a standard basis vector · Down-closed unit simplex S↓_d | iterations to approximation error lower than 1/d: Ω(d) | Hurt |
| Increase dimension from 400 to 600 in the sparse-recovery experiment | Least-squares recovery · Unit simplex sparse-vector recovery | average strict complementarity parameter δ: 0.8594 -> 0.5090 | Mixed |
| Increase dimension from 600 to 1000 in the sparse-recovery experiment | Least-squares recovery · Unit simplex sparse-vector recovery | average strict complementarity parameter δ: 0.5090 -> 0.4505 | No clear effect |
| Increase dimension from 1000 to 1200 in the sparse-recovery experiment | Least-squares recovery · Unit simplex sparse-vector recovery | average strict complementarity parameter δ: 0.4505 -> 0.5176 | Mixed |
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