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Jannis Halbey

Publications and source records attributed to Jannis Halbey.

6 recordsLinked to original sources

Curvature-Dependent Lower Bounds for Frank-Wolfe

The Frank-Wolfe algorithm achieves a convergence rate of $\mathcal{O}(1/T)$ for smooth convex optimization over compact convex domains, accelerating to $\mathcal{O}(1/T^2)$ when both the objective and the feasible set are strongly convex. This acceleration extends beyond strong convexity: Kerdreux et al. (2021a) proved rates of $\mathcal{O}(T^{-p/(p-1)})$ over $p$-uniformly convex feasible sets, a class that interpolates between strongly convex sets and more general curved domains such as $\ell_p$ balls. In this work, we establish a matching $\Omega(T^{-p/(p-1)})$ lower bound for every $p\ge 3$ under exact line search or short steps, and extend the lower bound to objectives satisfying a H\"olderian error bound. The proofs analyze the dynamics of Frank-Wolfe iterates on simple instances and hence are not limited to the high-dimensional setting, unlike information-theoretic lower bounds.

math.OC

Lower Bounds for Frank-Wolfe on Strongly Convex Sets

We present a constructive lower bound of $\Omega(1/\sqrt{\varepsilon})$ for Frank-Wolfe (FW) when both the objective and the constraint set are smooth and strongly convex, showing that the known uniform $\mathcal{O}(1/\sqrt{\varepsilon})$ guarantees in this regime are tight. It is known that under additional assumptions on the position of the optimizer, FW can converge linearly. However, it remained unclear whether strong convexity of the set can yield rates uniformly faster than $\mathcal{O}(1/\sqrt{\varepsilon})$, i.e., irrespective of the position of the optimizer. To investigate this question, we focus on a simple yet representative problem class: minimizing a strongly convex quadratic over the Euclidean unit ball, with the optimizer on the boundary. We analyze the dynamics of FW for this problem in detail and develop a novel computational approach to construct worst-case FW trajectories, which is of independent interest. Guided by these constructions, we develop an analytical proof establishing the lower bound.

math.OC

A Unified Toolbox for Multipartite Entanglement Certification

We present a unified framework for multipartite entanglement characterization based on the conditional gradient (CG) method, incorporating both fast heuristic detection and rigorous witness construction with numerical error control. Our method enables entanglement certification in quantum systems of up to ten qubits and applies to arbitrary entanglement structures. We demonstrate its power by closing the gap between entanglement and separability bounds in white noise robustness benchmarks for a class of bound entangled states. Furthermore, the framework extends to entanglement robustness under general quantum noise channels, providing accurate thresholds in cases beyond the reach of previous algorithmic methods. These results position CG methods as a powerful tool for practical and scalable entanglement analysis in realistic experimental settings.

quant-ph

Efficient Quadratic Corrections for Frank-Wolfe Algorithms

We develop a Frank-Wolfe algorithm with corrective steps, generalizing previous algorithms including blended conditional gradients, blended pairwise conditional gradients, and fully-corrective Frank-Wolfe. For this, we prove tight convergence guarantees together with an optimal face identification property. Furthermore, we propose two highly efficient corrective steps for convex quadratic objectives based on linear optimization or linear system solving, akin to Wolfe's minimum-norm point, and show that they converge in finite time under suitable conditions. Beyond optimization problems that are directly quadratic, we revisit two algorithms - split conditional gradient and second-order conditional gradient sliding - which can leverage quadratic corrections to accelerate their quadratic subproblems. We demonstrate improved convergence rates for the first and broader applicability for the second, which may be of independent interest. Finally, we show substantial computational speedups for Frank-Wolfe-based algorithms with quadratic corrections across the considered problem classes.

math.OC

Improved algorithms and novel applications of the FrankWolfe.jl library

Frank-Wolfe (FW) algorithms have emerged as an essential class of methods for constrained optimization, especially on large-scale problems. In this paper, we summarize the algorithmic design choices and progress made in the last years of the development of FrankWolfe.jl, a Julia package gathering high-performance implementations of state-of-the-art FW variants. We review key use cases of the library in the recent literature, which match its original dual purpose: first, becoming the de-facto toolbox for practitioners applying FW methods to their problem, and second, offering a modular ecosystem to algorithm designers who experiment with their own variants and implementations of algorithmic blocks. Finally, we demonstrate the performance of several FW variants on important problem classes in several experiments, which we curated in a separate repository for continuous benchmarking.

math.OC

Flexible block-iterative analysis for the Frank-Wolfe algorithm

We prove that the block-coordinate Frank-Wolfe (BCFW) algorithm converges with state-of-the-art rates in both convex and nonconvex settings under a very mild "block-iterative" assumption. This appears to be the first result on BCFW addressing the setting of nonconvex objective functions with Lipschitz-continuous gradients and no additional assumptions. This analysis newly allows for (I) progress without activating the most-expensive linear minimization oracle(s), LMO(s), at every iteration, (II) parallelized updates that do not require all LMOs, and therefore (III) deterministic parallel update strategies that take into account the numerical cost of the problem's LMOs. Our results apply for short-step BCFW as well as an adaptive method for convex functions. New relationships between updated coordinates and primal progress are proven, and a favorable speedup is demonstrated using FrankWolfe.jl.

math.OC