Related papers: CCCP is Frank-Wolfe in disguise
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
In this paper, we study active set identification results for the away-step Frank-Wolfe algorithm in different settings. We first prove a local identification property that we apply, in combination with a convergence hypothesis, to get an…
We introduce a quadratically-constrained approximation (QCAC) of the AC optimal power flow (AC-OPF) problem. Unlike existing approximations like the DC-OPF, our model does not rely on typical assumptions such as high reactance-to-resistance…
This paper considers the clustering problem for large data sets. We propose an approach based on distributed optimization. The clustering problem is formulated as an optimization problem of maximizing the classification gain. We show that…
We present an effective ansatz for the wave function of correlated electrons that brings closer the fields of machine learning parameterizations and tensor rank decompositions. We consider a CANDECOMP/PARAFAC (CP) tensor factorization of a…
The Frank-Wolfe algorithm, a very first optimization method and also known as the conditional gradient method, was introduced by Frank and Wolfe in 1956. Due to its simple linear subproblems, the Frank-Wolfe algorithm has recently been…
Recently, the forward-backward and Douglas-Rachford envelope functions were proposed in the literature. The stationary points of these envelope functions have a close relationship with the solutions of the possibly nonsmooth optimization…
We propose a new iteration scheme, the Cauchy-Simplex, to optimize convex problems over the probability simplex $\{w\in\mathbb{R}^n\ |\ \sum_i w_i=1\ \textrm{and}\ w_i\geq0\}$. Specifically, we map the simplex to the positive quadrant of a…
A morphological perceptron is a multilayer feedforward neural network in which neurons perform elementary operations from mathematical morphology. For multiclass classification tasks, a morphological perceptron with a competitive layer…
Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank-Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast and reliable first-order optimization methods in Data…
Beginning with the projectively invariant method for linear programming, interior point methods have led to powerful algorithms for many difficult computing problems, in combinatorial optimization, logic, number theory and non-convex…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
In this work, we introduce a new class of non-convex functions, called implicit concave functions, which are compositions of a concave function with a continuously differentiable mapping. We analyze the properties of their minimization by…
The optimal transport (OT) problem has been used widely for machine learning. It is necessary for computation of an OT problem to solve linear programming with tight mass-conservation constraints. These constraints prevent its application…
We study the linear convergence of Frank-Wolfe algorithms over product polytopes. We analyze two condition numbers for the product polytope, namely the \emph{pyramidal width} and the \emph{vertex-facet distance}, based on the condition…
Counterfactual explanations (CFXs) provide human-understandable justifications for model predictions, enabling actionable recourse and enhancing interpretability. To be reliable, CFXs must avoid regions of high predictive uncertainty, where…
This paper is devoted to deriving the first circumcenter iteration scheme that does not employ a product space reformulation for finding a point in the intersection of two closed convex sets. We introduce a so-called centralized version of…
Graph convolution is a fundamental building block for many deep neural networks on graph-structured data. In this paper, we introduce a simple, yet very effective graph convolutional network with skip connections for semi-supervised anomaly…
Conformal prediction is widely adopted in uncertainty quantification, due to its post-hoc, distribution-free, and model-agnostic properties. In the realm of modern deep learning, researchers have proposed Feature Conformal Prediction (FCP),…
We consider the continuous Fermat-Weber problem, where the customers are continuously (uniformly) distributed along the boundary of a convex polygon. We derive the closed-form expression for finding the average distance from a given point…