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The Frank-Wolfe algorithm has regained much interest in its use in structurally constrained machine learning applications. However, one major limitation of the Frank-Wolfe algorithm is the slow local convergence property due to the…
We study the convergence properties of the 'greedy' Frank-Wolfe algorithm with a unit step size, for a convex maximization problem over a compact set. We assume the function satisfies smoothness and strong convexity. These assumptions…
Entropic optimal transport (OT) and the Sinkhorn algorithm have made it practical for machine learning practitioners to perform the fundamental task of calculating transport distance between statistical distributions. In this work, we focus…
We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…
Greedy optimization methods such as Matching Pursuit (MP) and Frank-Wolfe (FW) algorithms regained popularity in recent years due to their simplicity, effectiveness and theoretical guarantees. MP and FW address optimization over the linear…
We introduce a globally-convergent algorithm for optimizing the tree-reweighted (TRW) variational objective over the marginal polytope. The algorithm is based on the conditional gradient method (Frank-Wolfe) and moves pseudomarginals within…
We investigate the problem of efficiently computing optimal transport (OT) distances, which is equivalent to the node-capacitated minimum cost maximum flow problem in a bipartite graph. We compare runtimes in computing OT distances on data…
We propose novel fast algorithms for optimal transport (OT) utilizing a cyclic symmetry structure of input data. Such OT with cyclic symmetry appears universally in various real-world examples: image processing, urban planning, and graph…
Frank-Wolfe methods are projection-free algorithms for constrained optimization whose practical performance often depends critically on the choice of step size. Classical closed-loop step-size rules typically require prior knowledge of a…
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…
Optimal power flow (OPF) is an important problem for power generation and it is in general non-convex. With the employment of renewable energy, it will be desirable if OPF can be solved very efficiently so its solution can be used in real…
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…
Optimal transport (OT) is a powerful geometric and probabilistic tool for finding correspondences and measuring similarity between two distributions. Yet, its original formulation relies on the existence of a cost function between the…
It is known that the Frank-Wolfe (FW) algorithm, which is affine-covariant, enjoys accelerated convergence rates when the constraint set is strongly convex. However, these results rely on norm-dependent assumptions, usually incurring…
We present a fast trajectory optimization algorithm for the soft capture of uncooperative tumbling space objects. Our algorithm generates safe, dynamically feasible, and minimum-fuel trajectories for a six-degree-of-freedom servicing…
The Optimal Power Flow (OPF) problem is central to the reliable and efficient operation of power systems, yet its non-convex nature poses significant challenges for finding globally optimal solutions. While convex relaxation techniques such…
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…
Optimal transport aims to estimate a transportation plan that minimizes a displacement cost. This is realized by optimizing the scalar product between the sought plan and the given cost, over the space of doubly stochastic matrices. When…
We demonstrate how to scalably solve a class of constrained self-concordant minimization problems using linear minimization oracles (LMO) over the constraint set. We prove that the number of LMO calls of our method is nearly the same as…
In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…