Related papers: Block-Coordinate Frank-Wolfe Optimization for Stru…

We study constrained stochastic programs where the decision vector at each time slot cannot be chosen freely but is tied to the realization of an underlying random state vector. The goal is to minimize a general objective function subject…

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

Optimal transport (OT), which provides a distance between two probability distributions by considering their spatial locations, has been applied to widely diverse applications. Computing an OT problem requires solution of linear programming…

Recently, there has been a renewed interest in the machine learning community for variants of a sparse greedy approximation procedure for concave optimization known as {the Frank-Wolfe (FW) method}. In particular, this procedure has been…

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…

Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity…

Conditional Gradient algorithms (aka Frank-Wolfe algorithms) form a classical set of methods for constrained smooth convex minimization due to their simplicity, the absence of projection steps, and competitive numerical performance. While…

We introduce novel techniques to enhance Frank-Wolfe algorithms by leveraging function smoothness beyond traditional short steps. Our study focuses on Frank-Wolfe algorithms with step sizes that incorporate primal-dual guarantees, offering…

We study the Frank-Wolfe algorithm for constrained optimization problems with relatively smooth objectives. Building upon our previous work, we propose a fully adaptive variant of the Frank-Wolfe method that dynamically adjusts the step…

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…

This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…

This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…

The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known methods for solving constrained optimization problems appearing in various machine learning tasks. The simplicity of iteration and applicability to many…

In this paper, we present the Stochastic Origin Frank-Wolfe (SOFW) method, which is a special case of the block-coordinate Frank-Wolfe algorithm, applied to the problem of finding equilibrium flow distributions. By significantly reducing…

The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…

We study Frank-Wolfe algorithms - standard, pairwise, and away-steps - for efficient optimization of Dominant Set Clustering. We present a unified and computationally efficient framework to employ the different variants of Frank-Wolfe…

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight…