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The Frank-Wolfe method (a.k.a. conditional gradient algorithm) for smooth optimization has regained much interest in recent years in the context of large scale optimization and machine learning. A key advantage of the method is that it…

Optimization and Control · Mathematics 2015-08-17 Dan Garber , Elad Hazan

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimization and Control · Mathematics 2025-05-02 Michael Muehlebach , Michael I. Jordan

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several…

Machine Learning · Statistics 2022-10-31 You-Lin Chen , Zhaoran Wang , Mladen Kolar

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…

Optimization and Control · Mathematics 2022-04-25 Xia Jiang , Xianlin Zeng , Lihua Xie , Jian Sun , Jie Chen

Distributed optimization has gained a surge of interest in recent years. In this paper we propose a distributed projection free algorithm named Distributed Conditional Gradient Sliding(DCGS). Compared to the state-of-the-art distributed…

Optimization and Control · Mathematics 2018-05-22 Yan Li , Chao Qu , Huan Xu

Error bound condition has recently gained revived interest in optimization. It has been leveraged to derive faster convergence for many popular algorithms, including subgradient methods, proximal gradient method and accelerated proximal…

Optimization and Control · Mathematics 2018-10-12 Yi Xu , Tianbao Yang

We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad…

The Frank-Wolfe algorithm has become a popular first-order optimization algorithm for it is simple and projection-free, and it has been successfully applied to a variety of real-world problems. Its main drawback however lies in its…

Optimization and Control · Mathematics 2020-06-25 Cyrille W. Combettes , Sebastian Pokutta

Training neural networks involves solving large-scale non-convex optimization problems. This task has long been believed to be extremely difficult, with fear of local minima and other obstacles motivating a variety of schemes to improve…

Neural and Evolutionary Computing · Computer Science 2015-05-25 Ian J. Goodfellow , Oriol Vinyals , Andrew M. Saxe

We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machine learning and optimization communities due to their…

Optimization and Control · Mathematics 2016-08-01 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…

Machine Learning · Computer Science 2024-11-25 Teodor Alexandru Szente , James Harrison , Mihai Zanfir , Cristian Sminchisescu

Deep learning has shown that learned functions can dramatically outperform hand-designed functions on perceptual tasks. Analogously, this suggests that learned optimizers may similarly outperform current hand-designed optimizers, especially…

Neural and Evolutionary Computing · Computer Science 2019-06-11 Luke Metz , Niru Maheswaranathan , Jeremy Nixon , C. Daniel Freeman , Jascha Sohl-Dickstein

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

This paper addresses a class of (non-)convex optimization problems subject to general convex constraints, which pose significant challenges for traditional methods due to their inherent non-convexity and diversity. Conventional convex…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Xiucheng Wang , Xuan Zhao , Nan Cheng

As edge computing capabilities increase, model learning deployments in diverse edge environments have emerged. In experimental design networks, introduced recently, network routing and rate allocation are designed to aid the transfer of…

Networking and Internet Architecture · Computer Science 2024-01-11 Yuanyuan Li , Lili Su , Carlee Joe-Wong , Edmund Yeh , Stratis Ioannidis

Projection operations are a typical computation bottleneck in online learning. In this paper, we enable projection-free online learning within the framework of Online Convex Optimization with Memory (OCO-M) -- OCO-M captures how the history…

Machine Learning · Computer Science 2023-04-03 Hongyu Zhou , Zirui Xu , Vasileios Tzoumas

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality…

Machine Learning · Computer Science 2013-01-15 Simon Lacoste-Julien , Martin Jaggi , Mark Schmidt , Patrick Pletscher

Traditional maximum entropy and sparsity-based algorithms for analytic continuation often suffer from the ill-posed kernel matrix or demand tremendous computation time for parameter tuning. Here we propose a neural network method by convex…

Machine Learning · Computer Science 2022-02-07 Dongchen Huang , Yi-feng Yang

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…

Optimization and Control · Mathematics 2026-05-21 Jannis Halbey , Seta Rakotomandimby , Mathieu Besançon , Sébastien Designolle , Sebastian Pokutta