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The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…

Optimization and Control · Mathematics 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

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…

Optimization and Control · Mathematics 2021-06-15 Cyrille W. Combettes , Sebastian Pokutta

Model merging has emerged as a promising approach for multi-task learning (MTL), offering a data-efficient alternative to conventional fine-tuning. However, with the rapid development of the open-source AI ecosystem and the increasing…

Machine Learning · Computer Science 2025-10-01 Hao Mark Chen , Shell Xu Hu , Wayne Luk , Timothy Hospedales , Hongxiang Fan

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

Machine Learning · Computer Science 2017-09-15 Elad Hazan , Haipeng Luo

The Frank-Wolfe algorithm has seen a resurgence in popularity due to its ability to efficiently solve constrained optimization problems in machine learning and high-dimensional statistics. As such, there is much interest in establishing…

Machine Learning · Statistics 2022-05-19 Suhas Vijaykumar

We study a class of convex-concave saddle-point problems of the form $\min_x\max_y \langle Kx,y\rangle+f_{\cal{P}}(x)-h^\ast(y)$ where $K$ is a linear operator, $f_{\cal{P}}$ is the sum of a convex function $f$ with a Lipschitz-continuous…

Optimization and Control · Mathematics 2021-06-07 Vladimir Kolmogorov , Thomas Pock

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

We propose a semi-stochastic Frank-Wolfe algorithm with away-steps for regularized empirical risk minimization and extend it to problems with block-coordinate structure. Our algorithms use adaptive step-size and we show that they converge…

Optimization and Control · Mathematics 2016-02-16 Donald Goldfarb , Garud Iyengar , Chaoxu Zhou

We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at each iteration, the proposed method only…

Optimization and Control · Mathematics 2018-03-21 Thomas Kerdreux , Fabian Pedregosa , Alexandre d'Aspremont

We investigate variants of the Frank-Wolfe (FW) algorithm for smoothing and strongly convex optimization over polyhedral sets, with the goal of designing algorithms that achieve linear convergence while minimizing per-iteration complexity…

Optimization and Control · Mathematics 2025-09-30 Haoning Wang , Houduo Qi , Liping Zhang

We prove that the block-coordinate Frank-Wolfe (BCFW) algorithm converges with state-of-the-art rates in both convex and nonconvex settings under a very mild "block-iterative" assumption. This appears to be the first result on BCFW…

Optimization and Control · Mathematics 2025-12-17 Gábor Braun , Jannis Halbey , Sebastian Pokutta , Zev Woodstock

Many existing Neural Network pruning approaches rely on either retraining or inducing a strong bias in order to converge to a sparse solution throughout training. A third paradigm, 'compression-aware' training, aims to obtain…

Machine Learning · Computer Science 2024-02-15 Max Zimmer , Christoph Spiegel , Sebastian Pokutta

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

We propose a simple variant of the generalized Frank-Wolfe method for solving strongly convex composite optimization problems, by introducing an additional averaging step on the dual variables. We show that in this variant, one can choose a…

Optimization and Control · Mathematics 2022-10-27 Renbo Zhao , Qiuyun Zhu

Structured constraints in Machine Learning have recently brought the Frank-Wolfe (FW) family of algorithms back in the spotlight. While the classical FW algorithm has poor local convergence properties, the Away-steps and Pairwise FW…

Optimization and Control · Mathematics 2022-09-09 Fabian Pedregosa , Geoffrey Negiar , Armin Askari , Martin Jaggi

We study learning of human preferences from a limited comparison feedback. This task is ubiquitous in machine learning. Its applications such as reinforcement learning from human feedback, have been transformational. We formulate this…

Machine Learning · Computer Science 2024-12-30 Kiran Koshy Thekumparampil , Gaurush Hiranandani , Kousha Kalantari , Shoham Sabach , Branislav Kveton

The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…

Optimization and Control · Mathematics 2021-10-20 Robin Francis , Sundeep Prabhakar Chepuri

We consider variants of the classical Frank-Wolfe algorithm for constrained smooth convex minimization, that instead of access to the standard oracle for minimizing a linear function over the feasible set, have access to an oracle that can…

Optimization and Control · Mathematics 2022-02-10 Dan Garber , Noam Wolf

In this paper we propose a novel gradient algorithm to learn a policy from an expert's observed behavior assuming that the expert behaves optimally with respect to some unknown reward function of a Markovian Decision Problem. The…

Machine Learning · Computer Science 2012-06-26 Gergely Neu , Csaba Szepesvari

In this paper, we consider non-convex optimization problems under \textit{unknown} yet safety-critical constraints. Such problems naturally arise in a variety of domains including robotics, manufacturing, and medical procedures, where it is…

Machine Learning · Computer Science 2020-06-25 Mohammad Fereydounian , Zebang Shen , Aryan Mokhtari , Amin Karbasi , Hamed Hassani