A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming

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\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

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f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

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A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming

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