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We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class subsumes smooth nonconvex minimization, positioning our…

Optimization and Control · Mathematics 2025-12-01 Hoomaan Maskan , Yikun Hou , Suvrit Sra , Alp Yurtsever

How can we efficiently mitigate the overhead of gradient communications in distributed optimization? This problem is at the heart of training scalable machine learning models and has been mainly studied in the unconstrained setting. In this…

Machine Learning · Computer Science 2019-06-03 Mingrui Zhang , Lin Chen , Aryan Mokhtari , Hamed Hassani , Amin Karbasi

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…

Optimization and Control · Mathematics 2022-08-09 Jie Hou , Xianlin Zeng , Gang Wang , Jian Sun , Jie Chen

This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…

Machine Learning · Computer Science 2024-12-30 M. Rostami , S. S. Kia

Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to…

Machine Learning · Statistics 2018-05-22 Yan Li , Chao Qu , Huan Xu

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…

Optimization and Control · Mathematics 2024-09-04 Kamiar Asgari , Michael J. Neely

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…

Optimization and Control · Mathematics 2022-05-25 Zeeshan Akhtar , Ketan Rajawat

In this paper, we focus on solving a distributed convex aggregative optimization problem in a network, where each agent has its own cost function which depends not only on its own decision variables but also on the aggregated function of…

Optimization and Control · Mathematics 2022-07-26 Tongyu Wang , Peng Yi

As a projection-free algorithm, Frank-Wolfe (FW) method, also known as conditional gradient, has recently received considerable attention in the machine learning community. In this dissertation, we study several topics on the FW variants…

Optimization and Control · Mathematics 2021-05-11 Mingrui Zhang

We present a new Frank-Wolfe (FW) type algorithm that is applicable to minimization problems with a nonsmooth convex objective. We provide convergence bounds and show that the scheme yields so-called coreset results for various Machine…

Optimization and Control · Mathematics 2017-08-23 Sathya N. Ravi , Maxwell D. Collins , Vikas Singh

Decentralized learning has been studied intensively in recent years motivated by its wide applications in the context of federated learning. The majority of previous research focuses on the offline setting in which the objective function is…

Machine Learning · Computer Science 2022-11-01 Tuan-Anh Nguyen , Nguyen Kim Thang , Denis Trystram

In this paper, we provide a sub-gradient based algorithm to solve general constrained convex optimization without taking projections onto the domain set. The well studied Frank-Wolfe type algorithms also avoid projections. However, they are…

Optimization and Control · Mathematics 2023-06-16 Kamiar Asgari , Michael J. Neely

Online optimization has been a successful framework for solving large-scale problems under computational constraints and partial information. Current methods for online convex optimization require either a projection or exact gradient…

Machine Learning · Statistics 2018-06-15 Lin Chen , Christopher Harshaw , Hamed Hassani , Amin Karbasi

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…

Optimization and Control · Mathematics 2025-08-27 A. A. Vyguzov , F. S. Stonyakin

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…

Optimization and Control · Mathematics 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

The Frank-Wolfe algorithm is a classic method for constrained optimization problems. It has recently been popular in many machine learning applications because its projection-free property leads to more efficient iterations. In this paper,…

Optimization and Control · Mathematics 2020-10-23 Cheng Chen , Luo Luo , Weinan Zhang , Yong Yu

We propose Frank--Wolfe (FW) algorithms with an adaptive Bregman step-size strategy for smooth adaptable (also called: relatively smooth) (weakly-) convex functions. This means that the gradient of the objective function is not necessarily…

Optimization and Control · Mathematics 2026-02-19 Shota Takahashi , Sebastian Pokutta , Akiko Takeda

Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that…

Machine Learning · Computer Science 2021-02-24 Dan Garber , Ben Kretzu

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…

Optimization and Control · Mathematics 2021-10-20 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

Differentiable optimization has received a significant amount of attention due to its foundational role in the domain of machine learning based on neural networks. This paper proposes a differentiable layer, named Differentiable Frank-Wolfe…

Machine Learning · Computer Science 2024-04-01 Zixuan Liu , Liu Liu , Xueqian Wang , Peilin Zhao
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