相关论文: Projection-free Adaptive Regret with Membership Or…

This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

We revisit the challenge of designing online algorithms for the bandit convex optimization problem (BCO) which are also scalable to high dimensional problems. Hence, we consider algorithms that are \textit{projection-free}, i.e., based on…

The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational…

The Frank-Wolfe algorithm is a classic method for constrained optimization problems. It has recently been popular in many machine learning applications because its projection-free property leads to more efficient iterations. In this paper,…

This paper considers distributed online convex constrained optimization, in which various agents in a multi-agent system cooperate to minimize a global cost function through communicating with neighbors over a time-varying network. When the…

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…

We investigate the problem of online learning with monotone and continuous DR-submodular reward functions, which has received great attention recently. To efficiently handle this problem, especially in the case with complicated decision…

In this paper, we focus on solving a distributed convex aggregative optimization problem in a network, where each agent has its own cost function which depends not only on its own decision variables but also on the aggregated function of…

In this paper, we introduce a new projection-free algorithm for Online Convex Optimization (OCO) with a state-of-the-art regret guarantee among separation-based algorithms. Existing projection-free methods based on the classical Frank-Wolfe…

In this paper, we consider an online optimization process, where the objective functions are not convex (nor concave) but instead belong to a broad class of continuous submodular functions. We first propose a variant of the Frank-Wolfe…

Frank-Wolfe algorithm (FW) and its variants have gained a surge of interests in machine learning community due to its projection-free property. Recently people have reduced the gradient evaluation complexity of FW algorithm to…

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…

As a projection-free algorithm, Frank-Wolfe (FW) method, also known as conditional gradient, has recently received considerable attention in the machine learning community. In this dissertation, we study several topics on the FW variants…

In this paper, we develop new efficient projection-free algorithms for Online Convex Optimization (OCO). Online Gradient Descent (OGD) is an example of a classical OCO algorithm that guarantees the optimal $O(\sqrt{T})$ regret bound.…

We consider the setting of online convex optimization with adversarial time-varying constraints in which actions must be feasible w.r.t. a fixed constraint set, and are also required on average to approximately satisfy additional…

We introduce a new projection-free (Frank-Wolfe) method for optimizing structured nonconvex functions that are expressed as a difference of two convex functions. This problem class subsumes smooth nonconvex minimization, positioning our…

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…

This paper addresses an online convex optimization problem where the cost function at each step depends on a history of past decisions (i.e., memory), and the decision maker has access to limited predictions of future cost values within a…

We investigate the robustness of the Frank-Wolfe method when gradients are computed inexactly and examine the relative computational cost of the linear minimization oracle (LMO) versus projection. For smooth nonconvex functions, we…

To address the uncertainty in function types, recent progress in online convex optimization (OCO) has spurred the development of universal algorithms that simultaneously attain minimax rates for multiple types of convex functions. However,…