Related papers: FrankWolfe.jl: a high-performance and flexible too…
We present NEP-PACK a novel open-source library for the solution of nonlinear eigenvalue problems (NEPs). The package provides a framework to represent NEPs, as well as efficient implementations of many state-of-the-art algorithms. The…
We introduce $\texttt{RandomMeas$.$jl}$, a modular and high-performance open-source software package written in Julia for implementing and analyzing randomized measurement protocols in quantum computing. Randomized measurements provide a…
The analysis of Frank Wolfe (FW) variants is often complicated by the presence of different kinds of "good" and "bad" steps. In this article we aim to simplify the convergence analysis of some of these variants by getting rid of such a…
We develop a framework of "semi-automatic differentiation" that combines existing gradient-based methods of quantum optimal control with automatic differentiation. The approach allows to optimize practically any computable functional and is…
Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…
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…
We study the advantages of accelerated gradient methods, specifically based on the Frank-Wolfe method and projected gradient descent, for privacy and heavy-tailed robustness. Our approaches are as follows: For the Frank-Wolfe method, our…
Recently, the Frank-Wolfe optimization algorithm was suggested as a procedure to obtain adaptive quadrature rules for integrals of functions in a reproducing kernel Hilbert space (RKHS) with a potentially faster rate of convergence than…
High-dimensional nonlinear optimization problems subject to nonlinear constraints can appear in several contexts including constrained physical and dynamical systems, statistical estimation, and other numerical models. Feasible optimization…
We introduce a software package, Pigeons.jl, that provides a way to leverage distributed computation to obtain samples from complicated probability distributions, such as multimodal posteriors arising in Bayesian inference and…
Frank-Wolfe methods are popular for optimization over a polytope. One of the reasons is because they do not need projection onto the polytope but only linear optimization over it. To understand its complexity, Lacoste-Julien and Jaggi…
NonlinearSchrodinger.jl is a Julia package with a simple interface for studying solutions of nonlinear Schr\"odinger equations (NLSEs). In approximately ten lines of code, one can perform a simulation of the cubic NLSE using one of 32…
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…
Compilers are indispensable for transforming code written in high-level languages into performant machine code, but their general-purpose optimizations sometimes fall short. Domain experts might be aware of certain optimizations that the…
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…
There are plenty of excellent plotting libraries. Each excels at a different use case: one is good for printed 2D publication figures, the other at interactive 3D graphics, a third has excellent L A TEX integration or is good for creating…
This paper analyzes the convergence rates of the {\it Frank-Wolfe } method for solving convex constrained multiobjective optimization. We establish improved convergence rates under different assumptions on the objective function, the…
Carlo is a Monte Carlo simulation framework written in Julia. It provides MPI-parallel scheduling, organized storage of input, checkpoint, and output files, as well as statistical postprocessing. With a minimalist design, it aims to aid the…
The conditional gradient idea proposed by Marguerite Frank and Philip Wolfe in 1956 was so well received by the community that new algorithms (also called Frank--Wolfe type algorithms) are still being actively created. In this paper, we…
Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in large scale optimization for machine learning and computational statistics. Numerous applications within these fields…