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Frank-Wolfe (FW) algorithms have been often proposed over the last few years as efficient solvers for a variety of optimization problems arising in the field of Machine Learning. The ability to work with cheap projection-free iterations and…

Machine Learning · Statistics 2015-10-27 Emanuele Frandi , Ricardo Nanculef , Stefano Lodi , Claudio Sartori , Johan A. K. Suykens

Frank-Wolfe methods (FW) have gained significant interest in the machine learning community due to its ability to efficiently solve large problems that admit a sparse structure (e.g. sparse vectors and low-rank matrices). However the…

Machine Learning · Statistics 2018-03-22 Edward Cheung , Yuying Li

We propose a novel Stochastic Frank-Wolfe (a.k.a. conditional gradient) algorithm for constrained smooth finite-sum minimization with a generalized linear prediction/structure. This class of problems includes empirical risk minimization…

The Frank-Wolfe (FW) method is a popular algorithm for solving large-scale convex optimization problems appearing in structured statistical learning. However, the traditional Frank-Wolfe method can only be applied when the feasible region…

Optimization and Control · Mathematics 2021-10-11 Haoyue Wang , Haihao Lu , Rahul Mazumder

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

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…

Optimization and Control · Mathematics 2024-10-28 Xiangyu Yang , Hao Wang , Yichen Zhu , Xiao Wang

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

This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw…

Machine Learning · Computer Science 2020-10-22 Sebastian Pokutta , Christoph Spiegel , Max Zimmer

Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity…

Optimization and Control · Mathematics 2017-11-22 Liang Zhang , Gang Wang , Daniel Romero , Georgios B. Giannakis

We introduce a new class of Frank-Wolfe algorithms for minimizing differentiable functionals over probability measures. This framework can be shown to encompass a diverse range of tasks in areas such as artificial intelligence,…

Computation · Statistics 2021-05-13 Carson Kent , Jose Blanchet , Peter Glynn

We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at each iteration, the proposed method only…

Optimization and Control · Mathematics 2018-03-21 Thomas Kerdreux , Fabian Pedregosa , Alexandre d'Aspremont

Differentiable optimization has received a significant amount of attention due to its foundational role in the domain of machine learning based on neural networks. This paper proposes a differentiable layer, named Differentiable Frank-Wolfe…

Machine Learning · Computer Science 2024-04-01 Zixuan Liu , Liu Liu , Xueqian Wang , Peilin Zhao

The Frank-Wolfe algorithm is a popular method for minimizing a smooth convex function $f$ over a compact convex set $\mathcal{C}$. While many convergence results have been derived in terms of function values, hardly nothing is known about…

Optimization and Control · Mathematics 2022-02-18 Jérôme Bolte , Cyrille W. Combettes , Édouard Pauwels

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

Many existing Neural Network pruning approaches rely on either retraining or inducing a strong bias in order to converge to a sparse solution throughout training. A third paradigm, 'compression-aware' training, aims to obtain…

Machine Learning · Computer Science 2024-02-15 Max Zimmer , Christoph Spiegel , Sebastian Pokutta

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…

Optimization and Control · Mathematics 2026-05-29 Khanh-Hung Giang-Tran , Soroosh Shafiee , Nam Ho-Nguyen

We propose a novel generalization of the conditional gradient (CG / Frank-Wolfe) algorithm for minimizing a smooth function $f$ under an intersection of compact convex sets, using a first-order oracle for $\nabla f$ and linear minimization…

Optimization and Control · Mathematics 2024-10-11 Zev Woodstock , Sebastian Pokutta

We revisit the Frank-Wolfe (FW) optimization under strongly convex constraint sets. We provide a faster convergence rate for FW without line search, showing that a previously overlooked variant of FW is indeed faster than the standard…

Machine Learning · Computer Science 2019-02-01 Jarrid Rector-Brooks , Jun-Kun Wang , Barzan Mozafari

We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the…

Machine Learning · Computer Science 2020-10-16 Yun Yue , Ming Li , Venkatesh Saligrama , Ziming Zhang

We propose an enhanced zeroth-order stochastic Frank-Wolfe framework to address constrained finite-sum optimization problems, a structure prevalent in large-scale machine-learning applications. Our method introduces a novel double variance…

Machine Learning · Computer Science 2025-01-24 Haishan Ye , Yinghui Huang , Hao Di , Xiangyu Chang