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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…
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…
The Frank-Wolfe (FW) method is a popular approach for solving optimization problems with structured constraints that arise in machine learning applications. In recent years, stochastic versions of FW have gained popularity, motivated by…
We give a simple proof that the Frank-Wolfe algorithm obtains a stationary point at a rate of $O(1/\sqrt{t})$ on non-convex objectives with a Lipschitz continuous gradient. Our analysis is affine invariant and is the first, to the best of…
Recently, several works have shown that natural modifications of the classical conditional gradient method (aka Frank-Wolfe algorithm) for constrained convex optimization, provably converge with a linear rate when: i) the feasible set is a…
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.…
We present and analyze an away-step Frank-Wolfe method for the convex optimization problem ${\min}_{x\in\mathcal{X}} \; f(\mathsf{A} x) + \langle{c},{x}\rangle$, where $f$ is a $\theta$-logarithmically-homogeneous self-concordant barrier,…
We present a new Frank-Wolfe (FW) type algorithm that is applicable to minimization problems with a nonsmooth convex objective. We provide convergence bounds and show that the scheme yields so-called coreset results for various Machine…
This paper proposes a new variant of Frank-Wolfe (FW), called $k$FW. Standard FW suffers from slow convergence: iterates often zig-zag as update directions oscillate around extreme points of the constraint set. The new variant, $k$FW,…
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…
Decentralized optimization algorithms have received much attention due to the recent advances in network information processing. However, conventional decentralized algorithms based on projected gradient descent are incapable of handling…
Recently the away-step Frank-Wolfe algoritm for constrained multiobjective optimization has been shown linear convergence rate over a polytope which is generated by finite points set. In this paper we design a decomposition-invariant…
Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…
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…
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…
The Frank-Wolfe method has become increasingly useful in statistical and machine learning applications, due to the structure-inducing properties of the iterates, and especially in settings where linear minimization over the feasible set is…
We consider the Frank-Wolfe algorithm for solving variational inequalities over compact, convex sets under a monotone $C^1$ operator and vanishing, nonsummable step sizes. We introduce a continuous-time interpolation of the discrete…
It is known that the gradient descent algorithm converges linearly when applied to a strongly convex function with Lipschitz gradient. In this case the algorithm's rate of convergence is determined by the condition number of the function.…
In this paper we provide an introduction to the Frank-Wolfe algorithm, a method for smooth convex optimization in the presence of (relatively) complicated constraints. We will present the algorithm, introduce key concepts, and establish…
The analysis of Frank Wolfe (FW) variants is often complicated by the presence of different kinds of "good" and "bad" steps. In this article we aim to simplify the convergence analysis of some of these variants by getting rid of such a…