Riemannian Optimization via Frank-Wolfe Methods
Abstract We study projection-free methods for constrained Riemannian optimization. In particular, we propose a Riemannian Frank-Wolfe (RFW) method that handles constraints directly, in contrast to prior methods that rely on (potentially costly) projections. We analyze non-asymptotic convergence rate...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Springer Science and Business Media LLC,
2022-07-18T15:51:41Z.
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Subjects: | |
Online Access: | Get fulltext |