Screening for a Reweighted Penalized Conditional Gradient Method
The conditional gradient method (CGM) is widely used in large-scale sparse convex optimization, having a low per iteration computational cost for structured sparse regularizers and a greedy approach for collecting nonzeros. We explore the sparsity acquiring properties of a general penalized CGM (P-C...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Université de Montpellier
2022-06-01
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| Series: | Open Journal of Mathematical Optimization |
| Subjects: | |
| Online Access: | https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.14/ |
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