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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

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

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

In this paper, we study the problem of speeding up a type of optimization algorithms called Frank-Wolfe, a conditional gradient method. We develop and employ two novel inner product search data structures, improving the prior fastest…

Data Structures and Algorithms · Computer Science 2022-07-20 Zhao Song , Zhaozhuo Xu , Yuanyuan Yang , Lichen Zhang

Deep neural networks are easily fooled by small perturbations known as adversarial attacks. Adversarial Training (AT) is a technique that approximately solves a robust optimization problem to minimize the worst-case loss and is widely…

Machine Learning · Computer Science 2022-03-28 Theodoros Tsiligkaridis , Jay Roberts

The success of deep neural networks hinges on our ability to accurately and efficiently optimize high-dimensional, non-convex functions. In this paper, we empirically investigate the loss functions of state-of-the-art networks, and how…

Machine Learning · Computer Science 2017-12-11 Daniel Jiwoong Im , Michael Tao , Kristin Branson

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

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

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the…

Machine Learning · Computer Science 2018-06-27 Han Zhao , Geoff Gordon

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

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 introduce a few variants on Frank-Wolfe style algorithms suitable for large scale optimization. We show how to modify the standard Frank-Wolfe algorithm using stochastic gradients, approximate subproblem solutions, and sketched decision…

Optimization and Control · Mathematics 2018-08-17 Lijun Ding , Madeleine Udell

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

We develop a novel variant of the classical Frank-Wolfe algorithm, which we call spectral Frank-Wolfe, for convex optimization over a spectrahedron. The spectral Frank-Wolfe algorithm has a novel ingredient: it computes a few eigenvectors…

Optimization and Control · Mathematics 2020-08-18 Lijun Ding , Yingjie Fei , Qiantong Xu , Chengrun Yang

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

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of…

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

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