One-sided Frank-Wolfe algorithms for saddle problems
Vladimir Kolmogorov 1 Thomas Pock 2
Abstract where X , Y are finite dimensional spaces, equipped with
We study a class of convex-concave saddle- an inner product h·, ·i and K : X → Y is a bounded
point problems of the form minx maxy hKx, yi + linear operator with operator norm LK = kKk. Usually
fP (x)h (y) where K is a linear operator, fP is the underlying ...


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