2021
DOI: 10.1007/s10288-021-00493-y
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Frank–Wolfe and friends: a journey into projection-free first-order optimization methods

Abstract: 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 and reliable first-order optimization methods in Data Science and other relevant application areas. This review tries to explain the success of this approach by illustrating versatility and applicability in a wide range of contexts, combined with an account on recent progress in variants, improving on both the speed and efficiency of… Show more

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Cited by 22 publications
(4 citation statements)
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“…FW is demonstrated as an effective method for optimization over simplex [23] or spactrahedron domains [41]. We refer to [48] for convergence analysis of FW and a detailed discussion on its applications, and to [13] for a review on recent advances in FW.…”
Section: Related Workmentioning
confidence: 99%
“…FW is demonstrated as an effective method for optimization over simplex [23] or spactrahedron domains [41]. We refer to [48] for convergence analysis of FW and a detailed discussion on its applications, and to [13] for a review on recent advances in FW.…”
Section: Related Workmentioning
confidence: 99%
“…Such a strategy might however be costly even when the projection is performed over some structured sets like, e.g., the flow polytope, the nuclear-norm ball, the Birkhoff polytope, the permutahedron (see, e.g., [18]). This is the reason why, in recent years, projection-free methods (see, e.g., [13,21,25]) have been massively used when dealing with those structured constraints.…”
Section: Introductionmentioning
confidence: 99%
“…Notably, these methods are well suited to handle complicated constraints and possess a low iteration complexity. This makes them very effective in the context of large-scale machine learning problems (see, e.g., Lacoste-Julien et al [54], Jaggi [48], Négiar et al [64], Dahik [26], Jing et al [49]), image processing (see, e.g., Joulin et al [50], Tang et al [75]), quantum physics (see, e.g., Gilbert [41], Designolle et al [30]), submodular function maximization (see, e.g., Feldman et al [33], Vondrák [79], Badanidiyuru and Vondrák [5], Mirzasoleiman et al [60], Hassani et al [45], Mokhtari et al [61], Anari et al [1], Anari et al [2], Mokhtari et al [62], Bach [4]), online learning (see, e.g., Hazan and Kale [46], Zhang et al [86], Chen et al [20], Garber and Kretzu [39], Kerdreux et al [51], Zhang et al [87]) and many more (see, e.g., Bolte et al [6], Clarkson [22], Pierucci et al [70], Harchaoui et al [44], Wang et al [81], Cheung and Li [21], Ravi et al [72], Hazan and Minasyan [47], Dvurechensky et al [32], Carderera and Pokutta [17], Macdonald et al [58], Carderera et al [18], Garber and Wolf [40], Bomze et al [7], Wäldchen et al [80], Chen and Sun…”
Section: Introductionmentioning
confidence: 99%