6 papers · 1 filter
Linear Convergence of the Frank-Wolfe Algorithm over Product Polytopes
Gabriele Iommazzo, David MartÃnez-Rubio, Francisco Criado +2
We study the linear convergence of Frank-Wolfe algorithms over product polytopes. We analyze two condition numbers for the product polytope, namely the \emph{pyramidal width} and t…
Improved algorithms and novel applications of the FrankWolfe.jl library
Mathieu Besançon, Sébastien Designolle, Jannis Halbey +6
Frank-Wolfe (FW) algorithms have emerged as an essential class of methods for constrained optimization, especially on large-scale problems. In this paper, we summarize the algorith…
The Pivoting Framework: Frank-Wolfe Algorithms with Active Set Size Control
Elias Wirth, Mathieu Besançon, Sebastian Pokutta
We propose the pivoting meta algorithm (PM) to enhance optimization algorithms that generate iterates as convex combinations of vertices of a feasible region $C\subseteq \mathbb{R}…
Fast convergence of Frank-Wolfe algorithms on polytopes
Elias Wirth, Javier Pena, Sebastian Pokutta
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, Fr…
Adaptive Open-Loop Step-Sizes for Accelerated Convergence Rates of the Frank-Wolfe Algorithm
Elias Wirth, Javier Peña, Sebastian Pokutta
Recent work has shown that in certain settings, the Frank-Wolfe algorithm (FW) with open-loop step-sizes for a fixed parameter $\ell \in \mathbb{N},\,…
Accelerated Affine-Invariant Convergence Rates of the Frank-Wolfe Algorithm with Open-Loop Step-Sizes
Elias Wirth, Javier Pena, Sebastian Pokutta
Recent papers have shown that the Frank-Wolfe algorithm (FW) with open-loop step-sizes exhibits rates of convergence faster than the iconic rate. In particula…