Linear Convergence of a Frank-Wolfe Type Algorithm over Trace-Norm Balls

Zeyuan Allen Zhu, Elad Hazan, Wei Hu, Yuanzhi Li. Linear Convergence of a Frank-Wolfe Type Algorithm over Trace-Norm Balls. In Isabelle Guyon, Ulrike von Luxburg, Samy Bengio, Hanna M. Wallach, Rob Fergus, S. V. N. Vishwanathan, Roman Garnett, editors, Advances in Neural Information Processing Systems 30: Annual Conference on Neural Information Processing Systems 2017, 4-9 December 2017, Long Beach, CA, USA. pages 6192-6201, 2017. [doi]

Abstract

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