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We give a simple and natural method for computing approximately optimal solutions for minimizing a convex function $f$ over a convex set $K$ given by a separation oracle. Our method utilizes the Frank--Wolfe algorithm over the cone of valid…

Optimization and Control · Mathematics 2022-03-14 Daniel Dadush , Christopher Hojny , Sophie Huiberts , Stefan Weltge

Intermediate features at different layers of a deep neural network are known to be discriminative for visual patterns of different complexities. However, most existing works ignore such cross-layer heterogeneities when classifying samples…

Computer Vision and Pattern Recognition · Computer Science 2016-07-20 Xiaojie Jin , Yunpeng Chen , Jian Dong , Jiashi Feng , Shuicheng Yan

Differential privacy is concerned about the prediction quality while measuring the privacy impact on individuals whose information is contained in the data. We consider differentially private risk minimization problems with regularizers…

Machine Learning · Computer Science 2019-05-14 K S Sesh Kumar , Marc Peter Deisenroth

This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

Optimization and Control · Mathematics 2024-06-07 Wei Jiang , Sifan Yang , Wenhao Yang , Yibo Wang , Yuanyu Wan , Lijun Zhang

Depending on how much information an adversary can access to, adversarial attacks can be classified as white-box attack and black-box attack. For white-box attack, optimization-based attack algorithms such as projected gradient descent…

Machine Learning · Computer Science 2019-09-17 Jinghui Chen , Dongruo Zhou , Jinfeng Yi , Quanquan Gu

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

We consider the problem of minimizing a smooth and convex function over the $n$-dimensional spectrahedron -- the set of real symmetric $n\times n$ positive semidefinite matrices with unit trace, which underlies numerous applications in…

Optimization and Control · Mathematics 2026-03-03 Dan Garber

Recently, a number of learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed…

Machine Learning · Computer Science 2019-05-16 Xingyu Xie , Jianlong Wu , Zhisheng Zhong , Guangcan Liu , Zhouchen Lin

We propose a new version of the Frank-Wolfe method, called the (L0, L1)-Frank-Wolfe algorithm, developed for optimization problems with (L0, L1)-smooth objectives. We establish that this algorithm achieves superior theoretical convergence…

Optimization and Control · Mathematics 2026-05-21 A. A. Vyguzov , F. S. Stonyakin

Maximizing a DR-submodular function subject to a general convex set is an NP-hard problem arising from many applications in combinatorial optimization and machine learning. While it is highly desirable to design efficient approximation…

Data Structures and Algorithms · Computer Science 2022-03-29 Donglei Du , Zhicheng Liu , Chenchen Wu , Dachuan Xu , Yang Zhou

We introduce a class of first-order methods for smooth constrained optimization that are based on an analogy to non-smooth dynamical systems. Two distinctive features of our approach are that (i) projections or optimizations over the entire…

Optimization and Control · Mathematics 2025-04-15 Michael Muehlebach , Michael I. Jordan

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

Frank-Wolfe algorithms (FW) are popular first-order methods for solving constrained convex optimization problems that rely on a linear minimization oracle instead of potentially expensive projection-like oracles. Many works have identified…

Optimization and Control · Mathematics 2023-09-18 Elias Wirth , Thomas Kerdreux , Sebastian Pokutta

This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints. Unlike standard noise-additive algorithms, that act…

Cryptography and Security · Computer Science 2020-06-23 Vladimir Dvorkin , Ferdinando Fioretto , Pascal Van Hentenryck , Jalal Kazempour , Pierre Pinson

The paper introduces a new adaptive version of the Frank-Wolfe algorithm for relatively smooth convex functions. It is proposed to use the Bregman divergence other than half the square of the Euclidean norm in the formula for step-size.…

Optimization and Control · Mathematics 2024-07-23 Alexander Vyguzov , Fedor Stonyakin

We study the Frank-Wolfe algorithm for minimizing a differentiable function with Lipschitz continuous gradient over a compact convex set. To extend classical complexity bounds to certain non-convex functions, we focus on the class of…

Optimization and Control · Mathematics 2025-07-24 R. Diaz Millan , Orizon Pereira Ferreira , Julien Ugon

This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…

Optimization and Control · Mathematics 2022-04-25 Xia Jiang , Xianlin Zeng , Lihua Xie , Jian Sun , Jie Chen

In the context of gridless sparse optimization, the Sliding Frank Wolfe algorithm recently introduced has shown interesting analytical and practical properties. Nevertheless, is application to large data, such as in the case of 3D…

Image and Video Processing · Electrical Eng. & Systems 2020-09-14 Jean-Baptiste Courbot , Bruno Colicchio

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

In this paper, we study the problem of speeding up a type of optimization algorithms called Frank-Wolfe, a conditional gradient method. We develop and employ two novel inner product search data structures, improving the prior fastest…

Data Structures and Algorithms · Computer Science 2022-07-20 Zhao Song , Zhaozhuo Xu , Yuanyuan Yang , Lichen Zhang