Monograph on Conditional Gradients and Frank-Wolfe methods
TL;DR: Finally we finished our monograph on Conditional Gradients and Frank-Wolfe methods.
Finally(!!), after being several years in the making, we finished our monograph on Conditional Gradients and Frank-Wolfe methods, together with Gábor Braun, Alejandro Carderera, Cyrille Combettes, Hamed Hassani, Amin Karbasi, and Aryan Mokhtari.
The story of this monograph is a quite winding one. The work on the monograph started out when I was still at Georgia Tech. Together with Alejandro, Cyrille, and Gábor we thought of providing a more formal treatment of a blog post series that I had written on CG methods (see, e.g., here). A little later, right when I returned to Germany, Amin contacted me because he, Hamed, and Aryan were also working on a survey on Frank-Wolfe methods and Conditional Gradients. So we joined forces and this monograph came to be.
The target audience is quite broad, basically from everyone that wants to get into conditional gradients to seasoned optimizers that need a quick overview of key results. We had a couple of tough decisions to make regarding what to include and what not and to which extent we covered certain topics. No easy decisions because they did not only had to be reasonable by themselves but integrate well with other content decisions. As a consequence some of my favorite results and proofs did not make it into the final version and I am sure it is the same for my co-authors; I intend to include some of my personal favorites in upcoming blog posts though.
If you have comments, suggestions, or feedback please let us know!