Generalized conditional gradient: analysis of convergence and applications
Rakotomamonjy, Alain, Flamary, Rémi, Courty, Nicolas
The objectives of this technical report is to provide additional results on the generalized conditional gradient methods introduced by Bredies et al. [BLM05]. Indeed , when the objective function is smooth, we provide a novel certificate of optimality and we show that the algorithm has a linear convergence rate. Applications of this algorithm are also discussed.
Oct-22-2015