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Related papers: $k$FW: A Frank-Wolfe style algorithm with stronger…

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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

We derive global convergence bounds for the Frank Wolfe algorithm when training one hidden layer neural networks. When using the ReLU activation function, and under tractable preconditioning assumptions on the sample data set, the linear…

Optimization and Control · Mathematics 2020-02-07 Alexandre d'Aspremont , Mert Pilanci

The paper presents various modifications of the Frank-Wolfe algorithm in the equilibrium traffic assignment problem. The Beckman model is used as a model for experiments. In this article, first of all, attention is paid to the choice of the…

Optimization and Control · Mathematics 2024-03-11 Igor N. Ignashin , Demyan V. Yarmoshik

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

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

One of the beauties of the projected gradient descent method lies in its rather simple mechanism and yet stable behavior with inexact, stochastic gradients, which has led to its wide-spread use in many machine learning applications.…

Optimization and Control · Mathematics 2019-10-11 Mingrui Zhang , Zebang Shen , Aryan Mokhtari , Hamed Hassani , Amin Karbasi

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…

Optimization and Control · Mathematics 2026-05-26 Navil Nandhan , Abbas Khademi , Antonio Silveti-Falls

We present a hybrid classical-quantum framework based on the Frank-Wolfe algorithm, Q-FW, for solving quadratic, linearly-constrained, binary optimization problems on quantum annealers (QA). The computational premise of quantum computers…

Computer Vision and Pattern Recognition · Computer Science 2022-03-25 Alp Yurtsever , Tolga Birdal , Vladislav Golyanik

The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…

Optimization and Control · Mathematics 2019-06-11 Paul Grigas , Alfonso Lobos , Nathan Vermeersch

We propose a variant of the Frank-Wolfe algorithm for solving a class of sparse/low-rank optimization problems. Our formulation includes Elastic Net, regularized SVMs and phase retrieval as special cases. The proposed Primal-Dual Block…

Machine Learning · Computer Science 2019-06-07 Qi Lei , Jiacheng Zhuo , Constantine Caramanis , Inderjit S. Dhillon , Alexandros G. Dimakis

Learning a deep neural network requires solving a challenging optimization problem: it is a high-dimensional, non-convex and non-smooth minimization problem with a large number of terms. The current practice in neural network optimization…

Machine Learning · Computer Science 2021-02-23 Leonard Berrada , Andrew Zisserman , M. Pawan Kumar

In this project, we reviewed a paper that deals graph-structured convex optimization (GSCO) problem with the approximate Frank-Wolfe (FW) algorithm. We analyzed and implemented the original algorithm and introduced some extensions based on…

Optimization and Control · Mathematics 2024-11-26 Yijian Pan , Hongjiao Qiang

Motivated principally by the low-rank matrix completion problem, we present an extension of the Frank-Wolfe method that is designed to induce near-optimal solutions on low-dimensional faces of the feasible region. This is accomplished by a…

Optimization and Control · Mathematics 2015-11-09 Robert M. Freund , Paul Grigas , Rahul Mazumder

We propose several variants of the Frank-Wolfe algorithm to minimize a sum of functions. The main proposed algorithm is inspired from the dual averaging scheme of Nesterov adapted for Frank Wolfe in a stochastic setting. A distributed…

Optimization and Control · Mathematics 2023-01-12 Suhail M Shah

We introduce novel techniques to enhance Frank-Wolfe algorithms by leveraging function smoothness beyond traditional short steps. Our study focuses on Frank-Wolfe algorithms with step sizes that incorporate primal-dual guarantees, offering…

Optimization and Control · Mathematics 2025-02-03 David Martínez-Rubio , Sebastian Pokutta

Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that…

Machine Learning · Computer Science 2021-02-24 Dan Garber , Ben Kretzu

The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known methods for solving constrained optimization problems appearing in various machine learning tasks. The simplicity of iteration and applicability to many…

Optimization and Control · Mathematics 2024-09-17 Ruslan Nazykov , Aleksandr Shestakov , Vladimir Solodkin , Aleksandr Beznosikov , Gauthier Gidel , Alexander Gasnikov

In recent years it was proved that simple modifications of the classical Frank-Wolfe algorithm (aka conditional gradient algorithm) for smooth convex minimization over convex and compact polytopes, converge with linear rate, assuming the…

Optimization and Control · Mathematics 2021-01-08 Dan Garber

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

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
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