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- W3148793309 abstract "In this paper, we are concerned with minimization problems over the unit simplex. Here, we propose the use of an active-set estimate that enables us to define an algorithmic framework where the variables estimated active and those estimated non-active are updated separately at each iteration. In particular, we consider different variants of the Frank-Wolfe direction to be combined with the proposed active-set strategy, proving the convergence of the algorithm for each of them. Then, we focus on the problem of minimizing a function over the L1-ball, showing how our algorithmic framework can be efficiently adapted to this problem.Preliminary numerical results show the benefits of the proposed active-set estimate." @default.
- W3148793309 created "2021-04-13" @default.
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- W3148793309 date "2016-01-01" @default.
- W3148793309 modified "2023-09-25" @default.
- W3148793309 title "New Active-Set Frank-Wolfe Variants for Minimization over the Simplex and the L1-Ball" @default.
- W3148793309 hasPublicationYear "2016" @default.
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