Conditional gradient methods

G Braun, A Carderera, CW Combettes… - arxiv preprint arxiv …, 2022 - arxiv.org
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 …

Perturbed iterate analysis for asynchronous stochastic optimization

H Mania, X Pan, D Papailiopoulos, B Recht… - SIAM Journal on …, 2017 - SIAM
We introduce and analyze stochastic optimization methods where the input to each update
is perturbed by bounded noise. We show that this framework forms the basis of a unified …

One sample stochastic frank-wolfe

M Zhang, Z Shen, A Mokhtari… - International …, 2020 - proceedings.mlr.press
One of the beauties of the projected gradient descent method lies in its rather simple
mechanism and yet stable behavior with inexact, stochastic gradients, which has led to its …

Distributed asynchronous optimization with unbounded delays: How slow can you go?

Z Zhou, P Mertikopoulos, N Bambos… - International …, 2018 - proceedings.mlr.press
One of the most widely used optimization methods for large-scale machine learning
problems is distributed asynchronous stochastic gradient descent (DASGD). However, a key …

Minding the gaps for block Frank-Wolfe optimization of structured SVMs

A Osokin, JB Alayrac, I Lukasewitz… - international …, 2016 - proceedings.mlr.press
In this paper, we propose several improvements on the block-coordinate Frank-Wolfe
(BCFW) algorithm from Lacoste-Julien et al.(2013) recently used to optimize the structured …

Stochastic frank-wolfe: Unified analysis and zoo of special cases

R Nazykov, A Shestakov, V Solodkin… - International …, 2024 - proceedings.mlr.press
Abstract The Conditional Gradient (or Frank-Wolfe) method is one of the most well-known
methods for solving constrained optimization problems appearing in various machine …

The Frank-Wolfe algorithm: a short introduction

S Pokutta - Jahresbericht der Deutschen Mathematiker …, 2024 - Springer
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 …

First-order methods for large-scale market equilibrium computation

Y Gao, C Kroer - Advances in Neural Information …, 2020 - proceedings.neurips.cc
Market equilibrium is a solution concept with many applications such as digital ad markets,
fair division, and resource sharing. For many classes of utility functions, equilibria can be …

On Frank-Wolfe and equilibrium computation

JD Abernethy, JK Wang - Advances in Neural Information …, 2017 - proceedings.neurips.cc
Abstract We consider the Frank-Wolfe (FW) method for constrained convex optimization, and
we show that this classical technique can be interpreted from a different perspective: FW …

Revisiting projection-free online learning: the strongly convex case

B Kretzu, D Garber - International Conference on Artificial …, 2021 - proceedings.mlr.press
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 …