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...

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Bibliographic Details
Main Authors: Weber, Melanie (Author), Sra, Suvrit (Author)
Format: Article
Language:English
Published: Springer Science and Business Media LLC, 2022-07-18T15:51:41Z.
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