Frank-Wolfe Algorithm for the Exact Sparse Problem

12/18/2018

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by   Farah Cherfaoui, et al.

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In this paper, we study the properties of the Frank-Wolfe algorithm to solve the reconstruction problem. We prove that when the dictionary is quasi-incoherent, at each iteration, the Frank-Wolfe algorithm picks up an atom indexed by the support. We also prove that when the dictionary is quasi-incoherent, there exists an iteration beyond which the algorithm converges exponentially fast.