Related papers: Quantized Frank-Wolfe: Faster Optimization, Lower …
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…
We study projection-free methods for constrained Riemannian optimization. In particular, we propose the Riemannian Frank-Wolfe (RFW) method. We analyze non-asymptotic convergence rates of RFW to an optimum for (geodesically) convex…
We study stochastic projection-free methods for constrained optimization of smooth functions on Riemannian manifolds, i.e., with additional constraints beyond the parameter domain being a manifold. Specifically, we introduce stochastic…
Aiming at convex optimization under structural constraints, this work introduces and analyzes a variant of the Frank Wolfe (FW) algorithm termed ExtraFW. The distinct feature of ExtraFW is the pair of gradients leveraged per iteration,…
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…
In constrained convex optimization, existing methods based on the ellipsoid or cutting plane method do not scale well with the dimension of the ambient space. Alternative approaches such as Projected Gradient Descent only provide a…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. Recent advances using the distributed gradient…
This work studies and develop projection-free algorithms for online learning with linear optimization oracles (a.k.a. Frank-Wolfe) for handling the constraint set. More precisely, this work (i) provides an improved (optimized) variant of an…
This article deals with multiobjective composite optimization problems that consist of simultaneously minimizing several objective functions, each of which is composed of a combination of smooth and non-smooth functions. To tackle these…
Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity…
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…
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…
In this paper, we consider large-scale linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibly nonsmooth function. We propose a scalable \textbf{F}rank-\textbf{W}olfe based…
Optimal transport (OT), which provides a distance between two probability distributions by considering their spatial locations, has been applied to widely diverse applications. Computing an OT problem requires solution of linear programming…
This paper proposes and analyzes a communication-efficient distributed optimization framework for general nonconvex nonsmooth signal processing and machine learning problems under an asynchronous protocol. At each iteration, worker machines…
The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of $\mathcal{O}(1/T)$, and it (or its variants) enjoys accelerated convergence rates for two fundamental classes of constraints:…
The Frank-Wolfe algorithm is a method for constrained optimization that relies on linear minimizations, as opposed to projections. Therefore, a motivation put forward in a large body of work on the Frank-Wolfe algorithm is the computational…
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…
Quantum federated learning (QFL) combines the robust data processing of quantum computing with the privacy-preserving features of federated learning (FL). However, in large-scale wireless networks, optimizing sum-rate is crucial for…
The Frank-Wolfe method has become increasingly useful in statistical and machine learning applications, due to the structure-inducing properties of the iterates, and especially in settings where linear minimization over the feasible set is…