An Extended Frank--Wolfe Method with "In-Face" Directions, and Its Application to Low-Rank Matrix Completion
Motivated principally by the low-rank matrix completion problem, we present an extension of the Frank-Wolfe method that is designed to induce near-optimal solutions on low- dimensional faces of the feasible region. This is accomplished by a new approach to generating "in-face" directions a...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial & Applied Mathematics (SIAM),
2018-05-11T15:02:21Z.
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| Subjects: | |
| Online Access: | Get fulltext |