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Related papers: Deep Neural Network Training with Frank-Wolfe

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Conditional gradient, aka Frank Wolfe (FW) algorithms, have well-documented merits in machine learning and signal processing applications. Unlike projection-based methods, momentum cannot improve the convergence rate of FW, in general. This…

Optimization and Control · Mathematics 2021-10-11 Bingcong Li , Alireza Sadeghi , Georgios B. Giannakis

We design Local LMO - a new projection-free gradient-type method for constrained optimization. The key algorithmic idea is to replace the global linear minimization oracle over the constraint set used by Frank-Wolfe (FW) with a local linear…

Optimization and Control · Mathematics 2026-05-12 Peter Richtárik , Kaja Gruntkowska , Hanmin Li

In this paper we provide an introduction to the Frank-Wolfe algorithm, a method for smooth convex optimization in the presence of (relatively) complicated constraints. We will present the algorithm, introduce key concepts, and establish…

Optimization and Control · Mathematics 2023-11-30 Sebastian Pokutta

As edge computing capabilities increase, model learning deployments in diverse edge environments have emerged. In experimental design networks, introduced recently, network routing and rate allocation are designed to aid the transfer of…

Networking and Internet Architecture · Computer Science 2024-01-11 Yuanyuan Li , Lili Su , Carlee Joe-Wong , Edmund Yeh , Stratis Ioannidis

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

Optimization and Control · Mathematics 2022-08-09 Jie Hou , Xianlin Zeng , Gang Wang , Jian Sun , Jie Chen

This paper is concerned with the Frank--Wolfe algorithm for a special class of {\it non-compact} constrained optimization problems. The notion of asymptotic cone is used to introduce this class of problems as well as to establish that the…

Optimization and Control · Mathematics 2021-09-29 O. P. Ferreira , W. S. Sosa

We derive a memory-efficient first-order variable splitting algorithm for convex image reconstruction problems with non-smooth regularization terms. The algorithm is based on a primal-dual approach, where one of the dual variables is…

Optimization and Control · Mathematics 2019-04-02 Greg Ongie , Naveen Murthy , Laura Balzano , Jeffrey A. Fessler

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 study the convergence properties of the original and away-step Frank-Wolfe algorithms for linearly constrained stochastic optimization assuming the availability of unbiased objective function gradient estimates. The objective function is…

Optimization and Control · Mathematics 2025-04-08 Natthawut Boonsiriphatthanajaroen , Shane G. Henderson

We present a new Frank-Wolfe (FW) type algorithm that is applicable to minimization problems with a nonsmooth convex objective. We provide convergence bounds and show that the scheme yields so-called coreset results for various Machine…

Optimization and Control · Mathematics 2017-08-23 Sathya N. Ravi , Maxwell D. Collins , Vikas Singh

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

We study the Frank-Wolfe algorithm for constrained optimization problems with relatively smooth objectives. Building upon our previous work, we propose a fully adaptive variant of the Frank-Wolfe method that dynamically adjusts the step…

Optimization and Control · Mathematics 2025-08-27 A. A. Vyguzov , F. S. Stonyakin

This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…

Optimization and Control · Mathematics 2022-04-25 Xia Jiang , Xianlin Zeng , Lihua Xie , Jian Sun , Jie Chen

This work investigates the ways in which deep learning methods can benefit from random projection (RP), a classic linear dimensionality reduction method. We focus on two areas where, as we have found, employing RP techniques can improve…

Machine Learning · Computer Science 2018-12-27 Piotr Iwo Wójcik

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

Standard gradient descent methods are susceptible to a range of issues that can impede training, such as high correlations and different scaling in parameter space.These difficulties can be addressed by second-order approaches that apply a…

Machine Learning · Computer Science 2020-04-29 Ted Moskovitz , Rui Wang , Janice Lan , Sanyam Kapoor , Thomas Miconi , Jason Yosinski , Aditya Rawal

Training neural networks is a challenging non-convex optimization problem, and backpropagation or gradient descent can get stuck in spurious local optima. We propose a novel algorithm based on tensor decomposition for guaranteed training of…

Machine Learning · Computer Science 2016-01-13 Majid Janzamin , Hanie Sedghi , Anima Anandkumar

In this paper, we consider conditional gradient methods. These are methods that use a linear minimization oracle, which, for a given vector $p \in \mathbb{R}^n$, computes the solution of the subproblem $$\arg \min_{x\in X}{\langle p,x…

Optimization and Control · Mathematics 2020-03-17 Artem Agafonov

Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational…

Optimization and Control · Mathematics 2019-10-14 Jelena Diakonikolas , Alejandro Carderera , Sebastian Pokutta

Deep generative neural networks have proven effective at both conditional and unconditional modeling of complex data distributions. Conditional generation enables interactive control, but creating new controls often requires expensive…

Machine Learning · Computer Science 2017-12-25 Jesse Engel , Matthew Hoffman , Adam Roberts
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