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 …

New Analysis of an Away-Step Frank–Wolfe Method for Minimizing Log-Homogeneous Barriers

R Zhao - Mathematics of Operations Research, 2025 - pubsonline.informs.org
We present and analyze an away-step Frank–Wolfe method for the convex optimization
problem min x∈ X f (A x)+〈 c, x〉, where f is a θ-logarithmically homogeneous self …

A momentum-guided Frank-Wolfe algorithm

B Li, M Coutino, GB Giannakis… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
With the well-documented popularity of Frank Wolfe (FW) algorithms in machine learning
tasks, the present paper establishes links between FW subproblems and the notion of …

Frank–Wolfe and friends: a journey into projection-free first-order optimization methods

IM Bomze, F Rinaldi, D Zeffiro - 4OR, 2021 - Springer
Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip
Wolfe, the Frank–Wolfe method recently enjoys a remarkable revival, fuelled by the need of …

Fast cluster detection in networks by first order optimization

IM Bomze, F Rinaldi, D Zeffiro - SIAM Journal on Mathematics of Data Science, 2022 - SIAM
Cluster detection plays a fundamental role in the analysis of data. In this paper, we focus on
the use of s-defective clique models for network-based cluster detection and propose a …

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 …

[PDF][PDF] The University of Chicago

Q Yang - United States, 2017 - knowledge.uchicago.edu
Approximate Bayesian Computation (ABC) enables statistical inference in simulatorbased
models whose likelihoods are difficult to calculate but easy to simulate from. ABC constructs …

Acceleration of Frank-Wolfe algorithms with open-loop step-sizes

E Wirth, T Kerdreux, S Pokutta - International Conference on …, 2023 - proceedings.mlr.press
Frank-Wolfe algorithms (FW) are popular first-order methods for solving constrained convex
optimization problems that rely on a linear minimization oracle instead of potentially …

Parameter-free locally accelerated conditional gradients

A Carderera, J Diakonikolas, CY Lin… - … on Machine Learning, 2021 - proceedings.mlr.press
Projection-free conditional gradient (CG) methods are the algorithms of choice for
constrained optimization setups in which projections are often computationally prohibitive …

Fast Convergence of Frank-Wolfe algorithms on polytopes

E Wirth, J Pena, S Pokutta - arxiv preprint arxiv:2406.18789, 2024 - arxiv.org
We provide a template to derive convergence rates for the following popular versions of the
Frank-Wolfe algorithm on polytopes: vanilla Frank-Wolfe, Frank-Wolfe with away steps …