Generalized Conditional Gradient with Augmented Lagrangian for Composite Minimization

• Published in: arXiv.org
• Main Authors: Silveti-Falls, Antonio, Molinari, Cesare, Fadili, Jalal
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 07.10.2019
• Subjects: Algorithms; Convergence; Feasibility; Hilbert space; Mapping; Mathematics - Optimization and Control; Optimization; Saddle points

In this paper we propose a splitting scheme which hybridizes generalized conditional gradient with a proximal step which we call CGALP algorithm, for minimizing the sum of three proper convex and lower-semicontinuous functions in real Hilbert spaces. The minimization is subject to an affine constrai...