相关论文: Fast block-coordinate Frank-Wolfe algorithm for se…

The paper presents various modifications of the Frank-Wolfe algorithm in the equilibrium traffic assignment problem. The Beckman model is used as a model for experiments. In this article, first of all, attention is paid to the choice of the…

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…

This paper considers distributed stochastic optimization, in which a number of agents cooperate to optimize a global objective function through local computations and information exchanges with neighbors over a network. Stochastic…

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…

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…

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 propose a semi-stochastic Frank-Wolfe algorithm with away-steps for regularized empirical risk minimization and extend it to problems with block-coordinate structure. Our algorithms use adaptive step-size and we show that they converge…

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…

Optimal transport (OT) is a powerful framework to compare probability measures, a fundamental task in many statistical and machine learning problems. Substantial advances have been made in designing OT variants which are either…

Projection-free optimization algorithms, which are mostly based on the classical Frank-Wolfe method, have gained significant interest in the machine learning community in recent years due to their ability to handle convex constraints that…

We extend the Frank-Wolfe (FW) optimization algorithm to solve constrained smooth convex-concave saddle point (SP) problems. Remarkably, the method only requires access to linear minimization oracles. Leveraging recent advances in FW…

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…

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…

We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight…

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…

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.…

Optimal transport (OT) is a powerful geometric tool for comparing two distributions and has been employed in various machine learning applications. In this work, we propose a novel OT formulation that takes feature correlations into account…

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…

Min cut is an important graph partitioning method. However, current solutions to the min cut problem suffer from slow speeds, difficulty in solving, and often converge to simple solutions. To address these issues, we relax the min cut…

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…