math.OC · 2026-07-29 · No. 68
Optimization and Control, 2026-07-29.
1 new papers in math.OC. Titles, authors,
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01 — The papers
1 entries-
01
Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization
Zhaojun Peng
math.OC · cs.LG
We study stochastic composite nonconvex optimization over a compact convex set when gradient samples arrive along a single trajectory of a fixed ergodic Markov chain. Existing single-trajectory variance-reduction theory covers smooth unconstrained objectives; we address the projection-free composite setting using the generalized Frank-Wolfe gap. We propose MC-ALFCG, which combines a momentum conditional-gradient method with coupled capped...
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