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Research map / Optimization / Nonconvex and smooth optimization

A Conditional Gradient Framework for Composite Convex Minimization with Applications to Semidefinite Programming

ICML 2018 · Optimization › Nonconvex and smooth optimization · approach: Projection-free conditional gradient · 21 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Smoothing plus homotopy (smoothing parameter beta_k decreasing as beta0/sqrt(k+1)) within conditional gradient framework for composite problemscomposite convex minimization (Algorithm 2) · theoretical convergenceobjective residual convergence rateHelped
Use proximal operator of non-smooth term g instead of its subgradient in CGMnon-smooth minimization example (Nesterov counterexample) · counterexample with max{x(1),x(2)} over unit ballconvergence to solutionHelped
Inexact linear oracle with additive error of order delta*eta_k (decreasing with k)Algorithm 2 with approximate LMO · theoretical convergenceobjective residual convergence rateNo clear effect
Inexact linear oracle with multiplicative error (delta in (0,1])Algorithm 2 with approximate LMO · theoretical convergenceobjective residual convergence rateNo clear effect
Use l1 (least absolute deviations) loss instead of l2 loss in robust PCA / matrix completion inpainting (ablation)image inpainting with nuclear norm ball and box constraints · 493x517 noisy image, 1000 iterationsPSNR (dB): +5.0 dB (26.0336 vs 21.0496)Helped
Use l1 loss instead of l2 loss in image inpainting (ablation)image inpainting with nuclear norm ball and box constraints · 493x517 noisy image, 1000 iterationsSSIM: +0.27 (0.80205 vs 0.53145)Helped
Stop early at around 1000 iterations rather than converge fully on MNIST clustering SDPCGM framework on MNIST clustering · MNIST first 1000 test pointsmisclassification rate: 0.0914 vs 0.0971 reported for relax-and-roundHelped
Replace the classical CGM with the proposed framework on problems with indicator-function non-smooth terms (feasibility-gap guarantees)SDP and affine-inclusion constrained problems · theoretical convergencefeasibility gap dist(Ax,K) convergenceHelped

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