Primal-Dual Frank-Wolfe for Constrained Stochastic Programs with Convex and Non-convex Objectives

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Jaggi, M

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2015

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[author] Wei, XiaohanX., Yu, HaoH. and Neely, Michael JM. J. (2015). A Probabilistic Sample Path Convergence Time Analysis of Drift-Plus-Penalty Algorithm for Stochastic Optimization. arXiv preprint arXiv:1510.02973

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[author] Lacoste-Julien, SimonS. (2016). Convergence rate of Frank-Wolfe for non-convex objectives. arXiv preprint arXiv:1607.00345

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2016

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[author] Li, GuoyinG. and Pong, Ting KeiT. K. (2016). Douglas–Rachford splitting for nonconvex optimization with application to nonconvex feasibility problems. Mathematical programming 159 371–401

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