Related papers: Frank-Wolfe-type methods for a class of nonconvex …
The Frank-Wolfe algorithm achieves a convergence rate of $\mathcal{O}(1/T)$ for smooth convex optimization over compact convex domains, accelerating to $\mathcal{O}(1/T^2)$ when both the objective and the feasible set are strongly convex.…
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…
One of the beauties of the projected gradient descent method lies in its rather simple mechanism and yet stable behavior with inexact, stochastic gradients, which has led to its wide-spread use in many machine learning applications.…
We study the linear convergence of variants of the Frank-Wolfe algorithms for some classes of strongly convex problems, using only affine-invariant quantities. As in Guelat & Marcotte (1986), we show the linear convergence of the standard…
We prove that the block-coordinate Frank-Wolfe (BCFW) algorithm converges with state-of-the-art rates in both convex and nonconvex settings under a very mild "block-iterative" assumption. This appears to be the first result on BCFW…
We consider the problem of solving LP relaxations of MAP-MRF inference problems, and in particular the method proposed recently in (Swoboda, Kolmogorov 2019; Kolmogorov, Pock 2021). As a key computational subroutine, it uses a variant of…
Generalized self-concordance is a key property present in the objective function of many important learning problems. We establish the convergence rate of a simple Frank-Wolfe variant that uses the open-loop step size strategy $\gamma_t =…
We consider the problem of minimizing the sum of two convex functions. One of those functions has Lipschitz-continuous gradients, and can be accessed via stochastic oracles, whereas the other is "simple". We provide a Bregman-type algorithm…
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…
The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space…
We consider smooth convex minimization over compact convex sets, i.e., $\min_{x \in C} f(x)$ with the (vanilla) Frank-Wolfe algorithm. Well-known lower bounds establish a worst-case $\Omega(1/t)$ primal-gap barrier in the general smooth…
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…
In constrained convex optimization, existing methods based on the ellipsoid or cutting plane method do not scale well with the dimension of the ambient space. Alternative approaches such as Projected Gradient Descent only provide a…
Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to…
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…
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…
How can we efficiently mitigate the overhead of gradient communications in distributed optimization? This problem is at the heart of training scalable machine learning models and has been mainly studied in the unconstrained setting. In this…
We propose a rank-$k$ variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation ($1$-SVD) in Frank-Wolfe with a top-$k$ singular-vector…
Motivated by applications in emergency response and experimental design, we consider smooth stochastic optimization problems over probability measures supported on compact subsets of the Euclidean space. With the influence function as the…
We introduce a few variants on Frank-Wolfe style algorithms suitable for large scale optimization. We show how to modify the standard Frank-Wolfe algorithm using stochastic gradients, approximate subproblem solutions, and sketched decision…