Department of Statistics, University of California, Davis; Department of Management Sciences, University of Waterloo
Tesi Xiao, Krishnakumar Balasubramanian, Saeed Ghadimi
Projection-Free algorithm;Conditional gradient algorithm;Stochastic multi-level composition optimization;Moving-average;Oracle complexity;High-probability bounds
A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimization