Simplified versions of the conditional gradient method. (2nd December 2018)

• Record Type: Journal Article
• Authors: Konnov, I. V.
• Is Part Of: Optimization. Volume 67:Number 12(2018)
• Page Start: 2275
• Page End: 2290
• Publication Date: 2018-12-02
• Subjects: Optimization problems -- pseudo-convex function -- conditional gradient method -- simple adaptive step-size -- inexact direction finding subproblem -- convergence properties; 90C25 -- 90C30; Mathematical optimization -- Periodicals; 519.7
• DOI: 10.1080/02331934.2018.1530235
• Languages: English
• ISSNs: 0233-1934

Abstract

ABSTRACT: We suggest simple modifications of the conditional gradient method for smooth optimization problems, which maintain the basic convergence properties, but reduce the implementation cost of each iteration essentially. Namely, we propose an adaptive step-size procedure without any line-search and inexact solution of the direction finding subproblem. Preliminary results of computational tests confirm efficiency of the proposed modifications.