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Conditional Gradient Method Without Line-Search

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Abstract

We propose a simple rule for the step-size choice in the conditional gradient method, which does not require any line-search procedure. It takes into account the current behavior of the method. Its convergence is established under the same assumptions as those for the previously known methods.

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Authors and Affiliations

  1. Kazan Federal University, ul. Kremlyovskaya 18, Kazan, 420008, Russia

    I. V. Konnov

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  1. I. V. Konnov
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Correspondence to I. V. Konnov.

Additional information

Original Russian Text © I.V. Konnov, 2018, published in Izvestiya Vysshikh Uchebnykh Zavedenii. Matematika, 2018, No. 1, pp. 93–96.

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Konnov, I.V. Conditional Gradient Method Without Line-Search. Russ Math. 62, 82–85 (2018). https://doi.org/10.3103/S1066369X18010127

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  • DOI: https://doi.org/10.3103/S1066369X18010127

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