Web: http://arxiv.org/abs/2107.00472

June 17, 2022, 1:11 a.m. | Baojian Zhou, Yifan Sun

cs.LG updates on arXiv.org arxiv.org

In this paper, we propose approximate Frank-Wolfe (FW) algorithms to solve
convex optimization problems over graph-structured support sets where the
\textit{linear minimization oracle} (LMO) cannot be efficiently obtained in
general. We first demonstrate that two popular approximation assumptions
(\textit{additive} and \textit{multiplicative gap errors)}, are not valid for
our problem, in that no cheap gap-approximate LMO oracle exists in general.
Instead, a new \textit{approximate dual maximization oracle} (DMO) is proposed,
which approximates the inner product rather than the gap. When the …

algorithms arxiv graph math support

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