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Revisiting Frank-Wolfe for Polytopes: Strict Complementarity and Sparsity

NeurIPS 2020 · Optimization › Nonconvex and smooth optimization · approach: Stochastic Frank-Wolfe methods · 12 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Assume strict complementarity for Frank-Wolfe with away-steps and line-searchFrank-Wolfe with away-steps and line-search · Convex minimization over a polytope with quadratic growthlinear convergence rate: exp(-Θ(t/d)) -> exp(-Θ(t/dim F*))Helped
Require strict complementarity and bounded gradient perturbationOptimal face under a perturbed objective · Convex optimization over a polytopepreservation of the optimal face: ν < δ/[D(1 + 2β/α)]Helped
Restrict the optimal solution to a vertex while allowing arbitrary Frank-Wolfe-type methodsFrank-Wolfe-type methods initialized at a standard basis vector · Down-closed unit simplex S↓_diterations to approximation error lower than 1/d: Ω(d)Hurt
Increase dimension from 400 to 600 in the sparse-recovery experimentLeast-squares recovery · Unit simplex sparse-vector recoveryaverage strict complementarity parameter δ: 0.8594 -> 0.5090Mixed
Increase dimension from 600 to 1000 in the sparse-recovery experimentLeast-squares recovery · Unit simplex sparse-vector recoveryaverage strict complementarity parameter δ: 0.5090 -> 0.4505No clear effect
Increase dimension from 1000 to 1200 in the sparse-recovery experimentLeast-squares recovery · Unit simplex sparse-vector recoveryaverage strict complementarity parameter δ: 0.4505 -> 0.5176Mixed

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