A Randomized Linearly Convergent Frank-Wolfe-type Method for Smooth Convex Minimization over the Spectrahedron
arXiv:2503.01441v2 Announce Type: replace-cross Abstract: We consider the problem of minimizing a smooth and convex function over the $n$-dimensional spectrahedron — the set of real symmetric $ntimes n$ positive semidefinite matrices with unit trace, which underlies numerous applications in statistics,…
