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Feb, 2020
约束自共轭最小化的牛顿Frank-Wolfe方法
A Newton Frank-Wolfe Method for Constrained Self-Concordant Minimization
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Deyi Liu, Volkan Cevher, Quoc Tran-Dinh
TL;DR
使用线性oracle解决自协调约束优化问题，并提供数值结果表明Newton Frank-Wolfe在组合优化比例、D-最优实验设计和logistic回归等方面表现优异。
Abstract
We demonstrate how to scalably solve a class of constrained
self-concordant
minimization
problems using linear
minimization
oracles (LMO)
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