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We derive a memory-efficient first-order variable splitting algorithm for convex image reconstruction problems with non-smooth regularization terms. The algorithm is based on a primal-dual approach, where one of the dual variables is…

最优化与控制 · 数学 2019-04-02 Greg Ongie , Naveen Murthy , Laura Balzano , Jeffrey A. Fessler

The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known methods for solving constrained optimization problems appearing in various machine learning tasks. The simplicity of iteration and applicability to many…

The purpose of this survey is to serve both as a gentle introduction and a coherent overview of state-of-the-art Frank--Wolfe algorithms, also called conditional gradient algorithms, for function minimization. These algorithms are…

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…

最优化与控制 · 数学 2024-09-17 Aleksandr Beznosikov , David Dobre , Gauthier Gidel

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…

最优化与控制 · 数学 2017-08-23 Sathya N. Ravi , Maxwell D. Collins , Vikas Singh

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…

最优化与控制 · 数学 2024-09-04 Kamiar Asgari , Michael J. Neely

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…

最优化与控制 · 数学 2018-08-29 Hoi-To Wai , Jean Lafond , Anna Scaglione , Eric Moulines

This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw…

机器学习 · 计算机科学 2020-10-22 Sebastian Pokutta , Christoph Spiegel , Max Zimmer

The Frank-Wolfe optimization algorithm has recently regained popularity for machine learning applications due to its projection-free property and its ability to handle structured constraints. However, in the stochastic learning setting, it…

机器学习 · 计算机科学 2017-09-15 Elad Hazan , Haipeng Luo

We introduce novel techniques to enhance Frank-Wolfe algorithms by leveraging function smoothness beyond traditional short steps. Our study focuses on Frank-Wolfe algorithms with step sizes that incorporate primal-dual guarantees, offering…

最优化与控制 · 数学 2025-02-03 David Martínez-Rubio , Sebastian Pokutta

We study projection-free optimization for convex objectives that satisfy abs-smoothness, a structural property that captures many non-smooth yet piecewise smooth functions arising, e.g., in modern machine learning models. We develop a…

最优化与控制 · 数学 2026-05-20 Sri Harshitha Tadinada , Sebastian Pokutta , Andrea Walther

We consider the problem of minimizing the sum of two convex functions. One of those functions has Lipschitz-continuous gradients, and can be accessed via stochastic oracles, whereas the other is "simple". We provide a Bregman-type algorithm…

最优化与控制 · 数学 2024-11-26 Benjamin Dubois-Taine , Francis Bach , Quentin Berthet , Adrien Taylor

This paper proves an impossibility result for stochastic network utility maximization for multi-user wireless systems, including multiple access and broadcast systems. Every time slot an access point observes the current channel states for…

最优化与控制 · 数学 2020-03-18 Michael J. Neely

We propose a simple variant of the generalized Frank-Wolfe method for solving strongly convex composite optimization problems, by introducing an additional averaging step on the dual variables. We show that in this variant, one can choose a…

最优化与控制 · 数学 2022-10-27 Renbo Zhao , Qiuyun Zhu

The Frank-Wolfe algorithm is a popular method for minimizing a smooth convex function $f$ over a compact convex set $\mathcal{C}$. While many convergence results have been derived in terms of function values, hardly nothing is known about…

最优化与控制 · 数学 2022-02-18 Jérôme Bolte , Cyrille W. Combettes , Édouard Pauwels

We address the problem of minimizing a convex smooth function $f(x)$ over a compact polyhedral set $D$ given a stochastic zeroth-order constraint feedback model. This problem arises in safety-critical machine learning applications, such as…

最优化与控制 · 数学 2019-12-10 Ilnura Usmanova , Andreas Krause , Maryam Kamgarpour

We analyze two novel randomized variants of the Frank-Wolfe (FW) or conditional gradient algorithm. While classical FW algorithms require solving a linear minimization problem over the domain at each iteration, the proposed method only…

最优化与控制 · 数学 2018-03-21 Thomas Kerdreux , Fabian Pedregosa , Alexandre d'Aspremont

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…

最优化与控制 · 数学 2024-10-28 Xiangyu Yang , Hao Wang , Yichen Zhu , Xiao Wang

This paper analyzes the convergence rates of the {\it Frank-Wolfe } method for solving convex constrained multiobjective optimization. We establish improved convergence rates under different assumptions on the objective function, the…

最优化与控制 · 数学 2024-06-11 Douglas S. Gonçalves , Max L. N. Gonçalves , Jefferson G. Melo

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…

最优化与控制 · 数学 2022-04-25 Xia Jiang , Xianlin Zeng , Lihua Xie , Jian Sun , Jie Chen