1 code implementation • ICML 2020 • Mathias Staudigl, Pavel Dvurechenskii, Shimrit Shtern, Kamil Safin, Petr Ostroukhov
Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in optimization for machine learning since in many cases the linear minimization oracle is much cheaper to implement than projections and some sparsity needs to be preserved.
no code implementations • 7 Jul 2022 • Pavel Dvurechensky, Shimrit Shtern, Mathias Staudigl
We propose a new homotopy-based conditional gradient method for solving convex optimization problems with a large number of simple conic constraints.
no code implementations • 7 Jan 2021 • Krzysztof Postek, Shimrit Shtern
Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty.
Optimization and Control
no code implementations • 4 Jan 2021 • Pavel Dvurechensky, Mathias Staudigl, Shimrit Shtern
In this survey we cover a number of key developments in gradient-based optimization methods.
1 code implementation • 11 Feb 2020 • Pavel Dvurechensky, Petr Ostroukhov, Kamil Safin, Shimrit Shtern, Mathias Staudigl
Projection-free optimization via different variants of the Frank-Wolfe (FW), a. k. a.