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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…

Optimization and Control · Mathematics 2023-11-30 Sebastian Pokutta

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…

Optimization and Control · Mathematics 2021-10-11 Haoyue Wang , Haihao Lu , Rahul Mazumder

The Frank-Wolfe (FW) method, which implements efficient linear oracles that minimize linear approximations of the objective function over a fixed compact convex set, has recently received much attention in the optimization and machine…

Optimization and Control · Mathematics 2024-01-19 Liaoyuan Zeng , Yongle Zhang , Guoyin Li , Ting Kei Pong , Xiaozhou Wang

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

Federated learning (FL) has gained a lot of attention in recent years for building privacy-preserving collaborative learning systems. However, FL algorithms for constrained machine learning problems are still limited, particularly when the…

Machine Learning · Computer Science 2024-08-20 Ali Dadras , Sourasekhar Banerjee , Karthik Prakhya , Alp Yurtsever

We address a large-scale and nonconvex optimization problem, involving an aggregative term. This term can be interpreted as the sum of the contributions of N agents to some common good, with N large. We investigate a relaxation of this…

Optimization and Control · Mathematics 2023-06-19 J. Frédéric Bonnans , Kang Liu , Nadia Oudjane , Laurent Pfeiffer , Cheng Wan

Supervised learning in deep neural networks is commonly performed using error backpropagation. However, the sequential propagation of errors during the backward pass limits its scalability and applicability to low-powered neuromorphic…

Machine Learning · Computer Science 2023-08-22 Florian Bacho , Dominique Chu

Deep neural networks are easily fooled by small perturbations known as adversarial attacks. Adversarial Training (AT) is a technique that approximately solves a robust optimization problem to minimize the worst-case loss and is widely…

Machine Learning · Computer Science 2022-03-28 Theodoros Tsiligkaridis , Jay Roberts

When training Convolutional Neural Networks (CNNs) there is a large emphasis on creating efficient optimization algorithms and highly accurate networks. The state-of-the-art method of optimizing the networks is done by using gradient…

Neural and Evolutionary Computing · Computer Science 2023-01-24 Manuel Bradicic , Michal Sitarz , Felix Sylvest Olesen

The Frank Wolfe algorithm (FW) is a popular projection-free alternative for solving large-scale constrained optimization problems. However, the FW algorithm suffers from a sublinear convergence rate when minimizing a smooth convex function…

Optimization and Control · Mathematics 2021-10-20 Robin Francis , Sundeep Prabhakar Chepuri

Symmetric nonnegative matrix factorization has found abundant applications in various domains by providing a symmetric low-rank decomposition of nonnegative matrices. In this paper we propose a Frank-Wolfe (FW) solver to optimize the…

Machine Learning · Computer Science 2018-06-27 Han Zhao , Geoff Gordon

Projection-free online learning, which eschews the projection operation via less expensive computations such as linear optimization (LO), has received much interest recently due to its efficiency in handling high-dimensional problems with…

Machine Learning · Computer Science 2023-05-23 Yuanyu Wan , Yibo Wang , Chang Yao , Wei-Wei Tu , Lijun Zhang

Owing to their low-complexity iterations, Frank-Wolfe (FW) solvers are well suited for various large-scale learning tasks. When block-separable constraints are present, randomized block FW (RB-FW) has been shown to further reduce complexity…

Optimization and Control · Mathematics 2017-11-22 Liang Zhang , Gang Wang , Daniel Romero , Georgios B. Giannakis

Learning sparse combinations is a frequent theme in machine learning. In this paper, we study its associated optimization problem in the distributed setting where the elements to be combined are not centrally located but spread over a…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-25 Aurélien Bellet , Yingyu Liang , Alireza Bagheri Garakani , Maria-Florina Balcan , Fei Sha

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

Stochastic Frank-Wolfe is a classical optimization method for solving constrained optimization problems. On the other hand, recent optimizers such as Lion and Muon have gained quite significant popularity in deep learning. In this work,…

Optimization and Control · Mathematics 2026-02-03 Maria-Eleni Sfyraki , Jun-Kun Wang

Spiking Neural Networks (SNNs) offer a biologically plausible framework for energy-efficient neuromorphic computing. However, it is a challenge to train SNNs due to their non-differentiability, efficiently. Existing gradient approximation…

Computer Vision and Pattern Recognition · Computer Science 2025-08-04 Changqing Xu , Ziqiang Yang , Yi Liu , Xinfang Liao , Guiqi Mo , Hao Zeng , Yintang Yang

State-of-the-art backpropagation-free learning methods employ local error feedback to direct iterative optimisation via gradient descent. Here, we examine the more restrictive setting where retrograde communication from neuronal outputs is…

Machine Learning · Computer Science 2025-12-19 Robert O'Shea , Bipin Rajendran

Aiming at convex optimization under structural constraints, this work introduces and analyzes a variant of the Frank Wolfe (FW) algorithm termed ExtraFW. The distinct feature of ExtraFW is the pair of gradients leveraged per iteration,…

Optimization and Control · Mathematics 2020-12-11 Bingcong Li , Lingda Wang , Georgios B. Giannakis , Zhizhen Zhao

The Frank-Wolfe algorithm is a popular method in structurally constrained machine learning applications, due to its fast per-iteration complexity. However, one major limitation of the method is a slow rate of convergence that is difficult…

Optimization and Control · Mathematics 2023-04-14 Zhaoyue Chen , Yifan Sun