On a Frank-Wolfe approach for abs-smooth functions.
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| Title: | On a Frank-Wolfe approach for abs-smooth functions. |
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| Authors: | Kreimeier, Timo1 (AUTHOR) Timo.Kreimeier@hu-berlin.de, Pokutta, Sebastian2,3 (AUTHOR), Walther, Andrea1 (AUTHOR), Woodstock, Zev2 (AUTHOR) |
| Source: | Optimization Methods & Software. Apr2026, Vol. 41 Issue 2, p423-449. 27p. |
| Subjects: | Nonsmooth optimization, Optimization algorithms, Mathematical regularization, Mathematical optimization |
| Abstract: | We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as $ \ell _1 $ ℓ 1 regularization, phase retrieval problems, or ReLU activation in machine learning. To handle the nonsmoothness in our problem, we propose a generalization to the traditional Frank-Wolfe gap and prove that first-order minimality is achieved when it vanishes. We derive a convergence rate for our algorithm which is identical to the smooth case. Although our algorithm necessitates the solution of a subproblem which is more challenging than the smooth case, we provide an efficient numerical method for its partial solution, and we identify several applications where our approach fully solves the subproblem. Numerical and theoretical convergence is demonstrated, yielding several conjectures. [ABSTRACT FROM AUTHOR] |
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| Database: | Engineering Source |
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| Abstract: | We propose an algorithm which appears to be the first bridge between the fields of conditional gradient methods and abs-smooth optimization. Our problem setting is motivated by various applications that lead to nonsmoothness, such as $ \ell _1 $ ℓ 1 regularization, phase retrieval problems, or ReLU activation in machine learning. To handle the nonsmoothness in our problem, we propose a generalization to the traditional Frank-Wolfe gap and prove that first-order minimality is achieved when it vanishes. We derive a convergence rate for our algorithm which is identical to the smooth case. Although our algorithm necessitates the solution of a subproblem which is more challenging than the smooth case, we provide an efficient numerical method for its partial solution, and we identify several applications where our approach fully solves the subproblem. Numerical and theoretical convergence is demonstrated, yielding several conjectures. [ABSTRACT FROM AUTHOR] |
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| ISSN: | 10556788 |
| DOI: | 10.1080/10556788.2023.2296985 |
