Riemannian Optimization via Frank-Wolfe Methods |
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Authors: | Weber Melanie Sra Suvrit |
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Affiliation: | 1.Mathematical Institute, University of Oxford (Work done while at Princeton University), Oxford, UK ;2.Laboratory for Information and Decision Systems, MIT, Cambridge, US ; |
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Abstract: | Mathematical Programming - We study projection-free methods for constrained Riemannian optimization. In particular, we propose a Riemannian Frank-Wolfe (RFW) method that handles constraints... |
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