相关论文: FrankWolfe.jl: a high-performance and flexible too…

The Frank-Wolfe method (a.k.a. conditional gradient algorithm) for smooth optimization has regained much interest in recent years in the context of large scale optimization and machine learning. A key advantage of the method is that it…

Distributed optimization has gained a surge of interest in recent years. In this paper we propose a distributed projection free algorithm named Distributed Conditional Gradient Sliding(DCGS). Compared to the state-of-the-art distributed…

Differentiating through constrained optimization problems is increasingly central to learning, control, and large-scale decision-making systems, yet practical integration remains challenging due to solver specialization and interface…

Marginal effects analysis is fundamental to interpreting statistical models, yet existing implementations face computational constraints that limit analysis at scale. We introduce two Julia packages that address this gap. Margins.jl…

In this paper we present GridapTopOpt, an extendable framework for level set-based topology optimisation that can be readily distributed across a personal computer or high-performance computing cluster. The package is written in Julia and…

We present Trixi.jl, a Julia package for adaptive high-order numerical simulations of hyperbolic partial differential equations. Utilizing Julia's strengths, Trixi.jl is extensible, easy to use, and fast. We describe the main design choices…

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…

We propose several variants of the Frank-Wolfe algorithm to minimize a sum of functions. The main proposed algorithm is inspired from the dual averaging scheme of Nesterov adapted for Frank Wolfe in a stochastic setting. A distributed…

Technical computing is a challenging application area for programming languages to address. This is evinced by the unusually large number of specialized languages in the area (e.g. MATLAB, R), and the complexity of common software stacks,…

An extension of the Frank-Wolfe Algorithm (FWA), also known as Conditional Gradient algorithm, is proposed. In its standard form, the FWA allows to solve constrained optimization problems involving $\beta$-smooth cost functions, calling at…

How can we efficiently mitigate the overhead of gradient communications in distributed optimization? This problem is at the heart of training scalable machine learning models and has been mainly studied in the unconstrained setting. In this…

This paper focuses on the problem of \emph{constrained} \emph{stochastic} optimization. A zeroth order Frank-Wolfe algorithm is proposed, which in addition to the projection-free nature of the vanilla Frank-Wolfe algorithm makes it gradient…

Some variant of the Frank-Wolfe method for convex optimization problems with adaptive selection of the step parameter corresponding to information about the smoothness of the objective function (the Lipschitz constant of the gradient).…

This paper proposes a new variant of Frank-Wolfe (FW), called $k$FW. Standard FW suffers from slow convergence: iterates often zig-zag as update directions oscillate around extreme points of the constraint set. The new variant, $k$FW,…

This paper considers stochastic convex optimization problems with two sets of constraints: (a) deterministic constraints on the domain of the optimization variable, which are difficult to project onto; and (b) deterministic or stochastic…

Scorio.jl is a Julia package for evaluating and ranking systems from repeated responses to shared tasks. It provides a common tensor-based interface for direct score-based, pairwise, psychometric, voting, graph, and listwise methods, so the…

This article introduces new acceleration methods for fixed-point iterations. Extrapolations are computed using two or three mappings alternately and a new type of step length is proposed with good properties for nonlinear applications. The…

We investigate variants of the Frank-Wolfe (FW) algorithm for smoothing and strongly convex optimization over polyhedral sets, with the goal of designing algorithms that achieve linear convergence while minimizing per-iteration complexity…

We present Groebner.jl, a Julia package for computing Groebner bases with the F4 algorithm. Groebner.jl is an efficient, portable, and open-source software. Groebner.jl works over integers modulo a prime and over the rationals, supports…

The Frank-Wolfe algorithm has become a popular first-order optimization algorithm for it is simple and projection-free, and it has been successfully applied to a variety of real-world problems. Its main drawback however lies in its…