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Riemannian Optimization via Frank-Wolfe Methods
Authors:Weber  Melanie  Sra  Suvrit
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
;
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...
Keywords:
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