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arXiv · 1812.07201

Frank-Wolfe Algorithm for the Exact Sparse Problem

Farah Cherfaoui·Valentin Emiya·Liva Ralaivola·Sandrine Anthoine
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Abstract

In this paper, we study the properties of the Frank-Wolfe algorithm to solve the \ExactSparse reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, there exists an iteration beyond which the algorithm converges exponentially fast.

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Farah Cherfaoui, Valentin Emiya, Liva Ralaivola, Sandrine Anthoine. 2018-12-18. Frank-Wolfe Algorithm for the Exact Sparse Problem. https://arxiv.org/abs/1812.07201

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