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We consider continuous-time dynamics for distributed optimization with set constraints in the paper. To handle the computational complexity of projection-based dynamics due to solving a general quadratic optimization subproblem with…

Optimization and Control · Mathematics 2022-06-24 Guanpu Chen , Peng Yi , Yiguang Hong , Jie Chen

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

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

The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational…

Optimization and Control · Mathematics 2021-02-16 Cyrille W. Combettes , Christoph Spiegel , Sebastian Pokutta

Learning sparse combinations is a frequent theme in machine learning. In this paper, we study its associated optimization problem in the distributed setting where the elements to be combined are not centrally located but spread over a…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-25 Aurélien Bellet , Yingyu Liang , Alireza Bagheri Garakani , Maria-Florina Balcan , Fei Sha

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

Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling…

Optimization and Control · Mathematics 2018-08-29 Hoi-To Wai , Jean Lafond , Anna Scaglione , Eric Moulines

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

The conditional gradient algorithm (also known as the Frank-Wolfe algorithm) has recently regained popularity in the machine learning community due to its projection-free property to solve constrained problems. Although many variants of the…

Machine Learning · Computer Science 2021-09-21 Xiyuan Wei , Bin Gu , Heng Huang

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

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

The conditional gradient idea proposed by Marguerite Frank and Philip Wolfe in 1956 was so well received by the community that new algorithms (also called Frank--Wolfe type algorithms) are still being actively created. In this paper, we…

Optimization and Control · Mathematics 2023-05-26 Aleksandr Lobanov , Anton Anikin , Alexander Gasnikov , Alexander Gornov , Sergey Chukanov

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

This paper is concerned with multi-agent optimization problem. A distributed randomized gradient-free mirror descent (DRGFMD) method is developed by introducing a randomized gradient-free oracle in the mirror descent scheme where the…

Optimization and Control · Mathematics 2019-03-12 Zhan Yu , Daniel W. C. Ho , Deming Yuan

The dual challenges of prohibitive communication overhead and the impracticality of gradient computation due to data privacy or black-box constraints in distributed systems motivate this work on communication-constrained gradient-free…

Optimization and Control · Mathematics 2025-09-19 Youqing Hua , Shuai Liu , Yiguang Hong , Wei Ren

This paper studies a class of distributed optimization problems with coupled equality constraints in networked systems. Many existing distributed algorithms rely on solving local subproblems via the $\operatorname{argmin}$ operator in each…

Optimization and Control · Mathematics 2025-11-26 Chenyang Qiu , Zongli Lin

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Optimization and Control · Mathematics 2020-02-17 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

An extension of the Frank-Wolfe Algorithm (FWA), also known as Conditional Gradient algorithm, is proposed. In its standard form, the FWA allows to solve constrained optimization problems involving $\beta$-smooth cost functions, calling at…

Optimization and Control · Mathematics 2024-03-28 Guilherme Mazanti , Thibault Moquet , Laurent Pfeiffer

Distributed stochastic non-convex optimization problems have recently received attention due to the growing interest of signal processing, computer vision, and natural language processing communities in applications deployed over…

Systems and Control · Electrical Eng. & Systems 2024-10-14 Yiyue Chen , Abolfazl Hashemi , Haris Vikalo
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