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Stochastic Frank–Wolfe methods for stochastic multi-objective optimization

Oct 2026 · Positivity (Dordrecht) · Vol 30 · 0 citations · 34 references

TL;DR

The Stochastic Frank–Wolfe (SFW) algorithm is proposed, a projection-free framework that leverages linear minimization oracles to bypass expensive projection operations and achieves rigorous convergence rate guarantees for both convex and non-convex objectives.

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