Stochastic Frank-Wolfe Methods for Nonconvex Optimization
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Abstract (arXiv)
We study Frank-Wolfe methods for nonconvex stochastic and finite-sum optimization problems. Frank-Wolfe methods (in the convex case) have gained tremendous recent interest in machine learning and optimization communities due to their projection-free property and their ability to exploit structured constraints. However, our understanding of these algorithms in the nonconvex setting is fairly limited. In this paper, we propose nonconvex stochastic Frank-Wolfe methods and analyze their convergence properties. For objective functions that decompose into a finite-sum, we leverage ideas from variance reduction techniques for convex optimization to obtain new variance reduced nonconvex Frank-Wolfe methods that have provably faster convergence than the classical Frank-Wolfe method. Finally, we show that the faster convergence rates of our variance reduced methods also translate into improved convergence rates for the stochastic setting.
Key facts. Cited by 40 papers in the map (data through 13 Oct 2026). First posted on arXiv 27 Jul 2016.
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Citing papers per year: 2021: 10; 2022: 8; 2023: 4; 2024: 5; 2025: 6; 2026: 7.
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- 2024Chain of LoRA: Efficient Fine-tuning of Language Models via Residual Learningcited by 81
- 2025Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noisecited by 40
- 2023Enhancing Sharpness-Aware Optimization Through Variance Suppressioncited by 37
- 2023Scalable Optimal Transport Methods in Machine Learning: A Contemporary Surveycited by 27
- 2021A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobianscited by 21
- 2021Complexity of Linear Minimization and Projection on Some Setscited by 19
- 2021Breaking the Linear Iteration Cost Barrier for Some Well-known Conditional Gradient Methods Using MaxIP Data-structurescited by 19
- 2021Escaping from Zero Gradient: Revisiting Action-Constrained Reinforcement Learning via Frank-Wolfe Policy Optimizationcited by 18
- 2022Compression-aware Training of Neural Networks using Frank-Wolfecited by 16
- 2022Efficient Approximation of Gromov-Wasserstein Distance Using Importance Sparsificationcited by 11
- 2021Projection-Free Algorithm for Stochastic Bi-level Optimizationcited by 8
- 2022A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimizationcited by 8
28 more
- 2022CrAM: A Compression-Aware Minimizercited by 7
- 2021Zeroth and First Order Stochastic Frank-Wolfe Algorithms for Constrained Optimizationcited by 6
- 2022Constrained Stochastic Nonconvex Optimization with State-dependent Markov Datacited by 6
- 2023Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Featurescited by 6
- 2021Interpretable Neural Networks with Frank-Wolfe: Sparse Relevance Maps and Relevance Orderingscited by 5
- 2021Distributionally Robust Optimization with Markovian Datacited by 4
- 2021Shift of Pairwise Similarities for Data Clusteringcited by 4
- 2023Optimal Exploration is no harder than Thompson Samplingcited by 3
- 2022Variance-Reduced Conservative Policy Iterationcited by 2
- 2024EsaCL: Efficient Continual Learning of Sparse Modelscited by 2
- 2024Projection-Free Variance Reduction Methods for Stochastic Constrained Multi-Level Compositional Optimizationcited by 2
- 2024A General Online Algorithm for Optimizing Complex Performance Metricscited by 2
- 2026BLADE: Scalable Bi-level Adaptive Data Selection for LLM Trainingcited by 2
- 2022Faster One-Sample Stochastic Conditional Gradient Method for Composite Convex Minimizationcited by 1
- 2025An Efficient Local Search Approach for Polarized Community Discovery in Signed Networkscited by 1
- 2025VASSO: Variance Suppression for Sharpness-Aware Minimizationcited by 1
- 2025Don't Be Greedy, Just Relax! Pruning LLMs via Frank-Wolfecited by 1
- 2025Iterative Sampling Methods for Sinkhorn Distributionally Robust Optimizationcited by 1
- 2026Adaptive Lipschitz-Free Conditional Gradient Methods for Stochastic Composite Nonconvex Optimizationcited by 1
- 2026Policy Regret for Embedding Model Routing: Contextual Bandits with Low-Rank Expertscited by 1
- 2021Online Orthogonal Dictionary Learning Based on Frank-Wolfe Methodcited by 0
- 2022Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimizationcited by 0
- 2024Federated Frank-Wolfe Algorithmcited by 0
- 2025Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferentialcited by 0
- 2026CLion: Efficient Cautious Lion Optimizer with Enhanced Generalizationcited by 0
- 2026Accelerating LMO-Based Optimization via Implicit Gradient Transportcited by 0
- 2026Lloyd's K-Means Clustering Algorithm Is Frank-Wolfe in Disguisecited by 0
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimizationcited by 0
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization28 Jul 2026
- 2026Lloyd's K-Means Clustering Algorithm Is Frank-Wolfe in Disguise28 Jul 2026
- 2026BLADE: Scalable Bi-level Adaptive Data Selection for LLM Training17 Jun 2026
- 2026Policy Regret for Embedding Model Routing: Contextual Bandits with Low-Rank Experts12 Jun 2026
- 2026Accelerating LMO-Based Optimization via Implicit Gradient Transport7 May 2026
- 2026CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization16 Apr 2026
- 2026Adaptive Lipschitz-Free Conditional Gradient Methods for Stochastic Composite Nonconvex Optimization6 Mar 2026
- 2025Iterative Sampling Methods for Sinkhorn Distributionally Robust Optimization14 Dec 2025
- 2025Don't Be Greedy, Just Relax! Pruning LLMs via Frank-Wolfe15 Oct 2025
- 2025Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferential3 Oct 2025
- 2025VASSO: Variance Suppression for Sharpness-Aware Minimization2 Sep 2025
- 2025Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise4 Jun 2025
28 more
- 2025An Efficient Local Search Approach for Polarized Community Discovery in Signed Networks4 Feb 2025
- 2024Federated Frank-Wolfe Algorithm19 Aug 2024
- 2024A General Online Algorithm for Optimizing Complex Performance Metrics20 Jun 2024
- 2024Projection-Free Variance Reduction Methods for Stochastic Constrained Multi-Level Compositional Optimization6 Jun 2024
- 2024EsaCL: Efficient Continual Learning of Sparse Models11 Jan 2024
- 2024Chain of LoRA: Efficient Fine-tuning of Language Models via Residual Learning8 Jan 2024
- 2023Optimal Exploration is no harder than Thompson Sampling9 Oct 2023
- 2023Enhancing Sharpness-Aware Optimization Through Variance Suppression27 Sep 2023
- 2023Scalable Optimal Transport Methods in Machine Learning: A Contemporary Survey8 May 2023
- 2023Sarah Frank-Wolfe: Methods for Constrained Optimization with Best Rates and Practical Features23 Apr 2023
- 2022Variance-Reduced Conservative Policy Iteration12 Dec 2022
- 2022Using Taylor-Approximated Gradients to Improve the Frank-Wolfe Method for Empirical Risk Minimization30 Aug 2022
- 2022CrAM: A Compression-Aware Minimizer28 Jul 2022
- 2022Constrained Stochastic Nonconvex Optimization with State-dependent Markov Data22 Jun 2022
- 2022Efficient Approximation of Gromov-Wasserstein Distance Using Importance Sparsification26 May 2022
- 2022Compression-aware Training of Neural Networks using Frank-Wolfe24 May 2022
- 2022Faster One-Sample Stochastic Conditional Gradient Method for Composite Convex Minimization26 Feb 2022
- 2022A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimization9 Feb 2022
- 2021Breaking the Linear Iteration Cost Barrier for Some Well-known Conditional Gradient Methods Using MaxIP Data-structures30 Nov 2021
- 2021Shift of Pairwise Similarities for Data Clustering25 Oct 2021
- 2021Projection-Free Algorithm for Stochastic Bi-level Optimization22 Oct 2021
- 2021Interpretable Neural Networks with Frank-Wolfe: Sparse Relevance Maps and Relevance Orderings15 Oct 2021
- 2021Zeroth and First Order Stochastic Frank-Wolfe Algorithms for Constrained Optimization14 Jul 2021
- 2021A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobians24 Jun 2021
- 2021Distributionally Robust Optimization with Markovian Data12 Jun 2021
- 2021Online Orthogonal Dictionary Learning Based on Frank-Wolfe Method2 Mar 2021
- 2021Escaping from Zero Gradient: Revisiting Action-Constrained Reinforcement Learning via Frank-Wolfe Policy Optimization22 Feb 2021
- 2021Complexity of Linear Minimization and Projection on Some Sets25 Jan 2021
- 2024Chain of LoRA: Efficient Fine-tuning of Language Models via Residual Learningcited by 81
- 2025Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noisecited by 40
- 2023Enhancing Sharpness-Aware Optimization Through Variance Suppressioncited by 37
- 2023Scalable Optimal Transport Methods in Machine Learning: A Contemporary Surveycited by 27
- 2021A Stochastic Sequential Quadratic Optimization Algorithm for Nonlinear Equality Constrained Optimization with Rank-Deficient Jacobianscited by 21
- 2021Complexity of Linear Minimization and Projection on Some Setscited by 19
- 2021Breaking the Linear Iteration Cost Barrier for Some Well-known Conditional Gradient Methods Using MaxIP Data-structurescited by 19
- 2021Escaping from Zero Gradient: Revisiting Action-Constrained Reinforcement Learning via Frank-Wolfe Policy Optimizationcited by 18
- 2022Compression-aware Training of Neural Networks using Frank-Wolfecited by 16
- 2022Efficient Approximation of Gromov-Wasserstein Distance Using Importance Sparsificationcited by 11
- 2021Projection-Free Algorithm for Stochastic Bi-level Optimizationcited by 8
- 2022A Projection-free Algorithm for Constrained Stochastic Multi-level Composition Optimizationcited by 8
12 most cited of 39 All 39 (JSON)
- 2026Variance-Reduced Conditional Gradient Methods under Markovian Sampling for Nonconvex Composite Optimization28 Jul 2026
- 2026Lloyd's K-Means Clustering Algorithm Is Frank-Wolfe in Disguise28 Jul 2026
- 2026BLADE: Scalable Bi-level Adaptive Data Selection for LLM Training17 Jun 2026
- 2026Accelerating LMO-Based Optimization via Implicit Gradient Transport7 May 2026
- 2026CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization16 Apr 2026
- 2026Adaptive Lipschitz-Free Conditional Gradient Methods for Stochastic Composite Nonconvex Optimization6 Mar 2026
- 2025Iterative Sampling Methods for Sinkhorn Distributionally Robust Optimization14 Dec 2025
- 2025Don't Be Greedy, Just Relax! Pruning LLMs via Frank-Wolfe15 Oct 2025
- 2025Quantitative Convergence Analysis of Projected Stochastic Gradient Descent for Non-Convex Losses via the Goldstein Subdifferential3 Oct 2025
- 2025VASSO: Variance Suppression for Sharpness-Aware Minimization2 Sep 2025
- 2025Lions and Muons: Optimization via Stochastic Frank-Wolfe under Heavy-Tailed Noise4 Jun 2025
- 2025An Efficient Local Search Approach for Polarized Community Discovery in Signed Networks4 Feb 2025
12 newest of 39 All 39 (JSON)