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The move from hand-designed to learned optimizers in machine learning has been quite successful for gradient-based and -free optimizers. When facing a constrained problem, however, maintaining feasibility typically requires a projection…

Machine Learning · Computer Science 2018-07-31 Patrick Schramowski , Christian Bauckhage , Kristian Kersting

The purpose of this survey is to serve both as a gentle introduction and a coherent overview of state-of-the-art Frank--Wolfe algorithms, also called conditional gradient algorithms, for function minimization. These algorithms are…

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

Deep neural networks is today one of the most popular choices in classification, regression and function approximation. However, the training of such deep networks is far from trivial as there are often millions of parameters to tune.…

Machine Learning · Computer Science 2020-06-09 Jakob Stigenberg

Conditional Gradient algorithms (aka Frank-Wolfe algorithms) form a classical set of methods for constrained smooth convex minimization due to their simplicity, the absence of projection steps, and competitive numerical performance. While…

Optimization and Control · Mathematics 2021-10-20 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

This paper aims to enhance the use of the Frank-Wolfe (FW) algorithm for training deep neural networks. Similar to any gradient-based optimization algorithm, FW suffers from high computational and memory costs when computing gradients for…

Machine Learning · Computer Science 2024-12-30 M. Rostami , S. S. Kia

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

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…

Optimization and Control · Mathematics 2022-05-25 Zeeshan Akhtar , Ketan Rajawat

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

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

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

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

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

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

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…

Optimization and Control · Mathematics 2019-10-30 Francesco Locatello , Alp Yurtsever , Olivier Fercoq , Volkan Cevher

Online optimization has been a successful framework for solving large-scale problems under computational constraints and partial information. Current methods for online convex optimization require either a projection or exact gradient…

Machine Learning · Statistics 2018-06-15 Lin Chen , Christopher Harshaw , Hamed Hassani , Amin Karbasi

The computational bottleneck in applying online learning to massive data sets is usually the projection step. We present efficient online learning algorithms that eschew projections in favor of much more efficient linear optimization steps…

Machine Learning · Computer Science 2012-06-22 Elad Hazan , Satyen Kale

Projection-free optimization via different variants of the Frank-Wolfe (FW), a.k.a. Conditional Gradient method has become one of the cornerstones in optimization for machine learning since in many cases the linear minimization oracle is…

Optimization and Control · Mathematics 2020-06-30 Pavel Dvurechensky , Petr Ostroukhov , Kamil Safin , Shimrit Shtern , Mathias Staudigl

The Frank-Wolfe method (a.k.a. conditional gradient algorithm) for smooth optimization has regained much interest in recent years in the context of large scale optimization and machine learning. A key advantage of the method is that it…

Optimization and Control · Mathematics 2015-08-17 Dan Garber , Elad Hazan

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
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