On a Frank-Wolfe approach for abs-smooth functions.
Saved in:
| Title: | On a Frank-Wolfe approach for abs-smooth functions. |
|---|---|
| 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] |
| Copyright of Optimization Methods & Software is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.) | |
| Database: | Engineering Source |
|
Full text is not displayed to guests.
Login for full access.
|
|
| FullText | Links: – Type: pdflink Text: Availability: 1 |
|---|---|
| Header | DbId: egs DbLabel: Engineering Source An: 193364604 AccessLevel: 6 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
| IllustrationInfo | |
| Items | – Name: Title Label: Title Group: Ti Data: On a Frank-Wolfe approach for abs-smooth functions. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Kreimeier%2C+Timo%22">Kreimeier, Timo</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> Timo.Kreimeier@hu-berlin.de</i><br /><searchLink fieldCode="AR" term="%22Pokutta%2C+Sebastian%22">Pokutta, Sebastian</searchLink><relatesTo>2,3</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Walther%2C+Andrea%22">Walther, Andrea</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Woodstock%2C+Zev%22">Woodstock, Zev</searchLink><relatesTo>2</relatesTo> (AUTHOR) – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Optimization+Methods+%26+Software%22">Optimization Methods & Software</searchLink>. Apr2026, Vol. 41 Issue 2, p423-449. 27p. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Nonsmooth+optimization%22">Nonsmooth optimization</searchLink><br /><searchLink fieldCode="DE" term="%22Optimization+algorithms%22">Optimization algorithms</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+regularization%22">Mathematical regularization</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+optimization%22">Mathematical optimization</searchLink> – Name: Abstract Label: Abstract Group: Ab Data: 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] – Name: AbstractSuppliedCopyright Label: Group: Ab Data: <i>Copyright of Optimization Methods & Software is the property of Taylor & Francis Ltd and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.) |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=egs&AN=193364604 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1080/10556788.2023.2296985 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 27 StartPage: 423 Subjects: – SubjectFull: Nonsmooth optimization Type: general – SubjectFull: Optimization algorithms Type: general – SubjectFull: Mathematical regularization Type: general – SubjectFull: Mathematical optimization Type: general Titles: – TitleFull: On a Frank-Wolfe approach for abs-smooth functions. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Kreimeier, Timo – PersonEntity: Name: NameFull: Pokutta, Sebastian – PersonEntity: Name: NameFull: Walther, Andrea – PersonEntity: Name: NameFull: Woodstock, Zev IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 04 Text: Apr2026 Type: published Y: 2026 Identifiers: – Type: issn-print Value: 10556788 Numbering: – Type: volume Value: 41 – Type: issue Value: 2 Titles: – TitleFull: Optimization Methods & Software Type: main |
| ResultId | 1 |