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Recently, the Frank-Wolfe optimization algorithm was suggested as a procedure to obtain adaptive quadrature rules for integrals of functions in a reproducing kernel Hilbert space (RKHS) with a potentially faster rate of convergence than…
We consider variants of the classical Frank-Wolfe algorithm for constrained smooth convex minimization, that instead of access to the standard oracle for minimizing a linear function over the feasible set, have access to an oracle that can…
In recent years, the paradigm of cloud computing has emerged as an architecture for computing that makes use of distributed (networked) computing resources. In this paper, we consider a distributed computing algorithmic scheme for…
We study Frank-Wolfe algorithms - standard, pairwise, and away-steps - for efficient optimization of Dominant Set Clustering. We present a unified and computationally efficient framework to employ the different variants of Frank-Wolfe…
Linear optimal power flow (LOPF) algorithms use a linearization of the alternating current (AC) load flow equations to optimize generator dispatch in a network subject to the loading constraints of the network branches. Common algorithms…
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 revisit the Frank-Wolfe (FW) optimization under strongly convex constraint sets. We provide a faster convergence rate for FW without line search, showing that a previously overlooked variant of FW is indeed faster than the standard…
We present a new step-size strategy based on the secant method for Frank-Wolfe algorithms. This strategy, which requires mild assumptions about the function under consideration, can be applied to any Frank-Wolfe algorithm. It is as…
In this paper, we consider online continuous DR-submodular maximization with linear stochastic long-term constraints. Compared to the prior work on online submodular maximization, our setting introduces the extra complication of stochastic…
This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…
Decomposing a flow on a Directed Acyclic Graph (DAG) into a weighted sum of a small number of paths is an essential task in operations research and bioinformatics. This problem, referred to as Sparse Flow Decomposition (SFD), has gained…
We propose Frank--Wolfe (FW) algorithms with an adaptive Bregman step-size strategy for smooth adaptable (also called: relatively smooth) (weakly-) convex functions. This means that the gradient of the objective function is not necessarily…
We propose a rank-$k$ variant of the classical Frank-Wolfe algorithm to solve convex optimization over a trace-norm ball. Our algorithm replaces the top singular-vector computation ($1$-SVD) in Frank-Wolfe with a top-$k$ singular-vector…
Coordinating large populations of autonomous agents, such as UAV swarms or satellite constellations, poses significant computational challenges for traditional multi-agent control methods. This paper introduces a new optimization framework…
The trend in the electric power system is to move towards increased amounts of distributed resources which suggests a transition from the current highly centralized to a more distributed control structure. In this paper, we propose a method…
Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…
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,…
We develop a new stochastic algorithm with variance reduction for solving pseudo-monotone stochastic variational inequalities. Our method builds on Tseng's forward-backward-forward (FBF) algorithm, which is known in the deterministic…
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…
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…