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This paper is concerned with the Frank--Wolfe algorithm for a special class of {\it non-compact} constrained optimization problems. The notion of asymptotic cone is used to introduce this class of problems as well as to establish that the…

Optimization and Control · Mathematics 2021-09-29 O. P. Ferreira , W. S. Sosa

Federated learning (FL) has emerged as a powerful paradigm for collaborative model training across distributed clients while preserving data privacy. However, existing FL algorithms predominantly focus on unconstrained optimization problems…

Optimization and Control · Mathematics 2025-08-22 Hongye Wang , Zhaoye Pan , Chang He , Jiaxiang Li , Bo Jiang

Stochastic Frank-Wolfe is a classical optimization method for solving constrained optimization problems. On the other hand, recent optimizers such as Lion and Muon have gained quite significant popularity in deep learning. In this work,…

Optimization and Control · Mathematics 2026-02-03 Maria-Eleni Sfyraki , Jun-Kun Wang

Frank-Wolfe methods (FW) have gained significant interest in the machine learning community due to its ability to efficiently solve large problems that admit a sparse structure (e.g. sparse vectors and low-rank matrices). However the…

Machine Learning · Statistics 2018-03-22 Edward Cheung , Yuying Li

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

Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank-Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data…

Optimization and Control · Mathematics 2021-06-21 Immanuel. M. Bomze , Francesco Rinaldi , Damiano Zeffiro

In the present paper, we formulate two versions of Frank--Wolfe algorithm or conditional gradient method to solve the DC optimization problem with an adaptive step size. The DC objective function consists of two components; the first is…

Optimization and Control · Mathematics 2026-02-02 R. Díaz Millán , O. P. Ferreira , J. Ugon

One of the beauties of the projected gradient descent method lies in its rather simple mechanism and yet stable behavior with inexact, stochastic gradients, which has led to its wide-spread use in many machine learning applications.…

Optimization and Control · Mathematics 2019-10-11 Mingrui Zhang , Zebang Shen , Aryan Mokhtari , Hamed Hassani , Amin Karbasi

In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…

Optimization and Control · Mathematics 2025-03-25 Anteneh Getachew Gebrie , Ellen Hidemi Fukuda

This paper presents an auto-conditioned proximal gradient method for nonconvex optimization. The method determines the stepsize using an estimation of local curvature and does not require any prior knowledge of problem parameters and any…

Optimization and Control · Mathematics 2025-09-19 Shotaro Yagishita , Masaru Ito

We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as…

Optimization and Control · Mathematics 2023-07-20 Timo Kreimeier , Sebastian Pokutta , Andrea Walther , Zev Woodstock

The boosted Frank-Wolfe algorithm accelerates the classical Frank-Wolfe algorithm by better aligning the update direction with the negative gradient. Its analysis, however, has been limited to deterministic convex problems, with step sizes…

Optimization and Control · Mathematics 2026-05-26 Navil Nandhan , Abbas Khademi , Antonio Silveti-Falls

We investigate a projection free method, namely conditional gradient sliding on batched, stochastic and finite-sum non-convex problem. CGS is a smart combination of Nesterov's accelerated gradient method and Frank-Wolfe (FW) method, and…

Optimization and Control · Mathematics 2017-08-17 Chao Qu , Yan Li , Huan Xu

Conditional stochastic optimization has found applications in a wide range of machine learning tasks, such as invariant learning, AUPRC maximization, and meta-learning. As the demand for training models with large-scale distributed data…

Machine Learning · Computer Science 2023-10-05 Xidong Wu , Jianhui Sun , Zhengmian Hu , Junyi Li , Aidong Zhang , Heng Huang

We investigate algorithmic variants of the Frank-Wolfe (FW) optimization method for pruning convolutional neural networks. This is motivated by the "Lottery Ticket Hypothesis", which suggests the existence of smaller sub-networks within…

Machine Learning · Computer Science 2025-12-02 Hamza ElMokhtar Shili , Natasha Patnaik , Isabelle Ruble , Kathryn Jarjoura , Daniel Suarez Aguirre

In this paper, we investigate a class of constrained saddle point (SP) problems where the objective function is nonconvex-concave and smooth. This class of problems has wide applicability in machine learning, including robust multi-class…

Optimization and Control · Mathematics 2023-11-02 Morteza Boroun , Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

We explore a new approach for training neural networks where all loss functions are replaced by hard constraints. The same approach is very successful in phase retrieval, where signals are reconstructed from magnitude constraints and…

Machine Learning · Computer Science 2019-11-04 Veit Elser

In this paper, we consider a problem of learning supervised PageRank models, which can account for some properties not considered by classical approaches such as the classical PageRank algorithm. Due to huge hidden dimension of the…

For the general problem of minimizing a convex function over a compact convex domain, we will investigate a simple iterative approximation algorithm based on the method by Frank & Wolfe 1956, that does not need projection steps in order to…

Optimization and Control · Mathematics 2011-12-30 Martin Jaggi