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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…

Optimization and Control · Mathematics 2024-09-17 Ruslan Nazykov , Aleksandr Shestakov , Vladimir Solodkin , Aleksandr Beznosikov , Gauthier Gidel , Alexander Gasnikov

The purpose of this survey is to serve both as a gentle introduction and a coherent overview of state-of-the-art Frank--Wolfe algorithms, also called conditional gradient algorithms, for function minimization. These algorithms are…

The stochastic Frank-Wolfe method has recently attracted much general interest in the context of optimization for statistical and machine learning due to its ability to work with a more general feasible region. However, there has been a…

Optimization and Control · Mathematics 2019-11-06 Haihao Lu , Robert M. Freund

Conditional Gradient algorithms (aka Frank-Wolfe algorithms) form a classical set of methods for constrained smooth convex minimization due to their simplicity, the absence of projection steps, and competitive numerical performance. While…

Optimization and Control · Mathematics 2021-10-20 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as…

Optimization and Control · Mathematics 2023-07-20 Timo Kreimeier , Sebastian Pokutta , Andrea Walther , Zev Woodstock

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…

Optimization and Control · Mathematics 2025-10-07 Reza Rahimi Baghbadorani , Peyman Mohajerin Esfahani , Sergio Grammatico

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 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…

Discriminative clustering has been successfully applied to a number of weakly-supervised learning tasks. Such applications include person and action recognition, text-to-video alignment, object co-segmentation and colocalization in videos…

Computer Vision and Pattern Recognition · Computer Science 2017-07-31 Antoine Miech , Jean-Baptiste Alayrac , Piotr Bojanowski , Ivan Laptev , Josef Sivic

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

The Frank-Wolfe algorithm has become a popular first-order optimization algorithm for it is simple and projection-free, and it has been successfully applied to a variety of real-world problems. Its main drawback however lies in its…

Optimization and Control · Mathematics 2020-06-25 Cyrille W. Combettes , Sebastian Pokutta

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…

Optimization and Control · Mathematics 2017-10-23 Hong-Kun Xu

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…

Optimization and Control · Mathematics 2026-05-21 Jannis Halbey , Seta Rakotomandimby , Mathieu Besançon , Sébastien Designolle , Sebastian Pokutta

Frank-Wolfe algorithms for convex minimization have recently gained considerable attention from the Optimization and Machine Learning communities, as their properties make them a suitable choice in a variety of applications. However, as…

Machine Learning · Statistics 2015-10-27 Emanuele Frandi , Ricardo Nanculef , Johan Suykens

Leveraging spatiotemporal information in videos is critical for weakly supervised video object localization (WSVOL) tasks. However, state-of-the-art methods only rely on visual and motion cues, while discarding discriminative information,…

Computer Vision and Pattern Recognition · Computer Science 2025-01-28 Soufiane Belharbi , Shakeeb Murtaza , Marco Pedersoli , Ismail Ben Ayed , Luke McCaffrey , Eric Granger

We propose a randomized block-coordinate variant of the classic Frank-Wolfe algorithm for convex optimization with block-separable constraints. Despite its lower iteration cost, we show that it achieves a similar convergence rate in duality…

Machine Learning · Computer Science 2013-01-15 Simon Lacoste-Julien , Martin Jaggi , Mark Schmidt , Patrick Pletscher

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…

Optimization and Control · Mathematics 2022-05-25 Zeeshan Akhtar , Ketan Rajawat

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

Machine Learning · Computer Science 2017-09-15 Elad Hazan , Haipeng Luo

We present a blended conditional gradient approach for minimizing a smooth convex function over a polytope P, combining the Frank--Wolfe algorithm (also called conditional gradient) with gradient-based steps, different from away steps and…

Optimization and Control · Mathematics 2025-03-24 Gábor Braun , Sebastian Pokutta , Dan Tu , Stephen Wright

Co-localization is the problem of localizing objects of the same class using only the set of images that contain them. This is a challenging task because the object detector must be built without negative examples that can lead to more…

Computer Vision and Pattern Recognition · Computer Science 2019-05-21 Hieu Le , Chen-Ping Yu , Gregory Zelinsky , Dimitris Samaras
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