Frank–Wolfe and friends: a journey into projection-free first-order optimization methods

IF 4.4 3区管理学 Q1 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Annals of Operations Research Pub Date : 2024-09-16 DOI:10.1007/s10479-024-06251-7

Immanuel. M. Bomze, Francesco Rinaldi, Damiano Zeffiro

引用次数: 0

Abstract

Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank–Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data Science and other relevant application areas. This review tries to explain the success of this approach by illustrating versatility and applicability in a wide range of contexts, combined with an account on recent progress in variants, both improving on the speed and efficiency of this surprisingly simple principle of first-order optimization.

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弗兰克-沃尔夫和朋友们：无投影一阶优化方法之旅

约 65 年前，玛格丽特-斯特劳斯-弗朗克和菲利普-沃尔夫在一篇开创性论文中发明了弗兰克-沃尔夫方法，由于数据科学和其他相关应用领域对快速可靠的一阶优化方法的需求，该方法最近得到了显著的复兴。这篇综述试图通过说明这种方法在各种情况下的多功能性和适用性来解释其成功之处，同时介绍了最近在变体方面取得的进展，这两种变体都提高了这种简单得令人吃惊的一阶优化原理的速度和效率。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Annals of Operations Research 管理科学-运筹学与管理科学

CiteScore

7.90

自引率

16.70%

发文量

596

审稿时长

8.4 months

期刊介绍： The Annals of Operations Research publishes peer-reviewed original articles dealing with key aspects of operations research, including theory, practice, and computation. The journal publishes full-length research articles, short notes, expositions and surveys, reports on computational studies, and case studies that present new and innovative practical applications. In addition to regular issues, the journal publishes periodic special volumes that focus on defined fields of operations research, ranging from the highly theoretical to the algorithmic and the applied. These volumes have one or more Guest Editors who are responsible for collecting the papers and overseeing the refereeing process.