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Projection-free block-coordinate methods avoid high computational cost per iteration and at the same time exploit the particular problem structure of product domains. Frank-Wolfe-like approaches rank among the most popular ones of this…

Optimization and Control · Mathematics 2023-12-07 Immanuel Bomze , Francesco Rinaldi , Damiano Zeffiro

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…

Computer Vision and Pattern Recognition · Computer Science 2015-10-27 Hector Allende , Emanuele Frandi , Ricardo Nanculef , Claudio Sartori

Recurrent neural networks are a successful neural architecture for many time-dependent problems, including time series analysis, forecasting, and modeling of dynamical systems. Training such networks with backpropagation through time is a…

Machine Learning · Computer Science 2025-01-30 Erik Lien Bolager , Ana Cukarska , Iryna Burak , Zahra Monfared , Felix Dietrich

We introduce regularized Frank-Wolfe, a general and effective algorithm for inference and learning of dense conditional random fields (CRFs). The algorithm optimizes a nonconvex continuous relaxation of the CRF inference problem using…

Machine Learning · Computer Science 2022-09-09 Đ. Khuê Lê-Huu , Karteek Alahari

In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…

Machine Learning · Statistics 2016-08-16 Jean Lafond , Hoi-To Wai , Eric Moulines

This work proposes a new algorithm for training a re-weighted L2 Support Vector Machine (SVM), inspired on the re-weighted Lasso algorithm of Cand\`es et al. and on the equivalence between Lasso and SVM shown recently by Jaggi. In…

Machine Learning · Computer Science 2018-04-16 Carlos M. Alaíz , Johan A. K. Suykens

As neural networks are increasingly deployed in dynamic environments, they face the challenge of catastrophic forgetting, the tendency to overwrite previously learned knowledge when adapting to new tasks, resulting in severe performance…

Machine Learning · Computer Science 2026-03-31 Anika Singh , Aayush Dhaulakhandi , Varun Chopade , Likhith Malipati , David Martinez , Kevin Zhu

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

We study Frank-Wolfe (FW) methods for constrained bilevel optimization when the lower-level problem is solved only approximately, yielding biased and inexact hypergradients. We analyze inexact variants of vanilla FW as well as away-step and…

Optimization and Control · Mathematics 2026-02-27 Anthony Palmieri , Francesco Rinaldi , Saverio Salzo , Sara Venturini

In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…

Machine Learning · Statistics 2018-02-19 Lin Chen , Hamed Hassani , Amin Karbasi

Deep learning has become the state-of-art tool in many applications, but the evaluation and training of deep models can be time-consuming and computationally expensive. The conditional computation approach has been proposed to tackle this…

Machine Learning · Computer Science 2016-01-11 Emmanuel Bengio , Pierre-Luc Bacon , Joelle Pineau , Doina Precup

We study projection-free methods for functional constrained optimization with convex or smooth nonconvex objectives. Such problems arise in applications such as portfolio optimization and radiation therapy planning, where risk-aware…

Optimization and Control · Mathematics 2026-05-12 Yi Cheng , Guanghui Lan , Saeed Masiha , H. Edwin Romeijn

This paper considers distributed online convex constrained optimization, in which various agents in a multi-agent system cooperate to minimize a global cost function through communicating with neighbors over a time-varying network. When the…

Optimization and Control · Mathematics 2023-02-02 Wentao Zhang , Yang Shi , Baoyong Zhang , Deming Yuan

Synthesis of optimization algorithms typically follows a {\em design-then-analyze\/} approach, which can obscure fundamental performance limits and hinder the systematic development of algorithms that operate near these limits. Recently, a…

Optimization and Control · Mathematics 2025-09-26 Ibrahim K. Ozaslan , Wuwei Wu , Jie Chen , Tryphon T. Georgiou , Mihailo R. Jovanovic

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Optimization and Control · Mathematics 2021-03-02 Jelena Diakonikolas , Constantinos Daskalakis , Michael I. Jordan

Neuro-fuzzy networks (NFNs) are transparent, symbolic, and universal function approximations that perform as well as conventional neural architectures, but their knowledge is expressed as linguistic IF-THEN rules. Despite these advantages,…

Machine Learning · Computer Science 2026-01-26 John Wesley Hostetter , Min Chi

Conditional gradient methods have attracted much attention in both machine learning and optimization communities recently. These simple methods can guarantee the generation of sparse solutions. In addition, without the computation of full…

Optimization and Control · Mathematics 2021-06-30 Guanghui Lan , Edwin Romeijn , Zhiqiang Zhou

In recent years, important progress has been made in applying methods and techniques of convex optimization to many fields of applications such as location science, engineering, computational statistics, and computer science. In this paper,…

Optimization and Control · Mathematics 2013-12-23 Nguyen Mau Nam , Nguyen Thai An , Han Le

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan