Tutte Colloquium - Simon Lacoste-Julien
Title: Recent Advances in Frank-Wolfe Optimization
| Speaker: | Simon Lacoste-Julien |
| Affiliation: | University of Montreal |
| Room: | MC 5501 |
Abstract:
The Frank-Wolfe (FW) optimization algorithm has lately re-gained popularity thanks in particular to its ability to nicely handle the structured constraints appearing in machine learning and signal processing applications. However, its convergence rate is known to be slow (sublinear) when the solution lies at the boundary.