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This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…

Optimization and Control · Mathematics 2017-06-13 Tianbao Yang , Qihang Lin , Lijun Zhang

In this paper, we study optimization methods consisting of iteratively minimizing surrogates of an objective function. By proposing several algorithmic variants and simple convergence analyses, we make two main contributions. First, we…

Machine Learning · Statistics 2013-05-15 Julien Mairal

We unveil the connections between Frank Wolfe (FW) type algorithms and the momentum in Accelerated Gradient Methods (AGM). On the negative side, these connections illustrate why momentum is unlikely to be effective for FW type algorithms.…

Optimization and Control · Mathematics 2020-06-22 Bingcong Li , Mario Coutino , Georgios B. Giannakis , Geert Leus

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

Differentiable optimization has received a significant amount of attention due to its foundational role in the domain of machine learning based on neural networks. This paper proposes a differentiable layer, named Differentiable Frank-Wolfe…

Machine Learning · Computer Science 2024-04-01 Zixuan Liu , Liu Liu , Xueqian Wang , Peilin Zhao

In this paper, we consider approximate Frank-Wolfe (FW) algorithms to solve convex optimization problems over graph-structured support sets where the linear minimization oracle (LMO) cannot be efficiently obtained in general. We first…

Optimization and Control · Mathematics 2022-06-20 Baojian Zhou , Yifan Sun

Frank-Wolfe (FW) algorithms have emerged as an essential class of methods for constrained optimization, especially on large-scale problems. In this paper, we summarize the algorithmic design choices and progress made in the last years of…

In this paper, the online variants of the classical Frank-Wolfe algorithm are considered. We consider minimizing the regret with a stochastic cost. The online algorithms only require simple iterative updates and a non-adaptive step size…

Machine Learning · Statistics 2016-08-16 Jean Lafond , Hoi-To Wai , Eric Moulines

We derive global convergence bounds for the Frank Wolfe algorithm when training one hidden layer neural networks. When using the ReLU activation function, and under tractable preconditioning assumptions on the sample data set, the linear…

Optimization and Control · Mathematics 2020-02-07 Alexandre d'Aspremont , Mert Pilanci

To deal with non-stationary online problems with complex constraints, we investigate the dynamic regret of online Frank-Wolfe (OFW), which is an efficient projection-free algorithm for online convex optimization. It is well-known that in…

Machine Learning · Computer Science 2024-06-25 Yuanyu Wan , Lijun Zhang , Mingli Song

Model merging has emerged as a promising approach for multi-task learning (MTL), offering a data-efficient alternative to conventional fine-tuning. However, with the rapid development of the open-source AI ecosystem and the increasing…

Machine Learning · Computer Science 2025-10-01 Hao Mark Chen , Shell Xu Hu , Wayne Luk , Timothy Hospedales , Hongxiang Fan

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

Optimization and Control · Mathematics 2026-04-21 Reza Rahimi Baghbadorani , Sergio Grammatico , Peyman Mohajerin Esfahani

We study gradient methods for optimizing $(L_0, L_1)$-smooth functions, a class that generalizes Lipschitz-smooth functions and has gained attention for its relevance in machine learning. We provide new insights into the structure of this…

Optimization and Control · Mathematics 2025-03-11 Daniil Vankov , Anton Rodomanov , Angelia Nedich , Lalitha Sankar , Sebastian U. Stich

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

We introduce regularized Frank-Wolfe, a general and effective algorithm for inference and learning of dense conditional random fields (CRFs). The algorithm optimizes a nonconvex continuous relaxation of the CRF inference problem using…

Machine Learning · Computer Science 2022-09-09 Đ. Khuê Lê-Huu , Karteek Alahari

In this paper, we propose a generalized conditional gradient method for multiobjective optimization, which can be viewed as an improved extension of the classical Frank-Wolfe (conditional gradient) method for single-objective optimization.…

Optimization and Control · Mathematics 2025-03-25 Anteneh Getachew Gebrie , Ellen Hidemi Fukuda

Classical convergence analyses for optimization algorithms rely on the widely-adopted uniform smoothness assumption. However, recent experimental studies have demonstrated that many machine learning problems exhibit non-uniform smoothness,…

Machine Learning · Computer Science 2024-09-27 Zhenyu Sun , Ermin Wei

We consider the oracle complexity of constrained convex optimization given access to a Linear Minimization Oracle (LMO) for the constraint set and a gradient oracle for the $L$-smooth, strongly convex objective. This model includes…

Optimization and Control · Mathematics 2026-02-27 Benjamin Grimmer , Ning Liu

The Frank-Wolfe (FW) algorithm has been widely used in solving nuclear norm constrained problems, since it does not require projections. However, FW often yields high rank intermediate iterates, which can be very expensive in time and space…

Machine Learning · Statistics 2017-10-17 Edward Cheung , Yuying Li

Online optimization has been a successful framework for solving large-scale problems under computational constraints and partial information. Current methods for online convex optimization require either a projection or exact gradient…

Machine Learning · Statistics 2018-06-15 Lin Chen , Christopher Harshaw , Hamed Hassani , Amin Karbasi