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Friday, November 17, 2017

Friday, November 17, 2017 — 3:30 PM EST

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.

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