Adaptive Variant of the Frank-Wolfe Algorithm for Convex Optimization Problems
Journal: Программирование
Year: 2023

In this paper, a variant of the Frank–Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the target function (the Lipschitz constant of the gradient) was investigated. Theoretical estimates of the quality of the approximate solution given out by the method using adaptively selected parameters L_k are obtained. On a class of problems on a convex feasible set with a convex objective function, the guarante