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Posts by Sebastian Pokutta

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Lower Bounds for Linear Minimization Oracle Methods Optimizing... We consider the oracle complexity of constrained convex optimization given access to a Linear Minimization Oracle (LMO) for the constraint set and a gradient oracle for the $L$-smooth, strongly...

Also do not forget to check out the nice work by Grimmer and Liu (arxiv.org/abs/2602.22608) that shortly appeared after ours; it nicely complements our story.

1 week ago 1 0 1 0
An uncommon approach to lower bounds for Frank-Wolfe on strongly convex sets TL;DR: This is a short summary of our paper Lower Bounds for Frank-Wolfe on Strongly Convex Sets by Jannis Halbey, Daniel Deza, Max Zimmer, Christophe Roux, Bartolomeo Stellato, and Sebastian Pokutta. We prove a matching $\Omega(1/\sqrt{\varepsilon})$ lower bound for Frank-Wolfe on strongly convex sets, showing that Garber and Hazan’s 2015 upper bound is tight. The construction of the lower bound deviates from the standard route quite a bit: instead of searching for worst-case initializations, we build them backward from the optimum.

The construction is unusual: instead of searching for bad initializations, we build them backward from the optimum.

With J. Halbey, D. Deza, M. Zimmer, C. Roux, B. Stellato.

πŸ“„ arxiv.org/abs/2602.04378
πŸ“ Blog with interactive widgets: www.pokutta.com/blog/fw-low...

1 week ago 1 0 1 0

For a decade it was open whether Frank-Wolfe's O(1/√Ρ) rate on strongly convex sets is tight. We show it is: Ω(1/√Ρ), even for a simple quadratic on a unit ball.

1 week ago 14 4 1 0
SCIP Optimization Suite 10.0: Exact Solving, Better Decompositions, and a More Productive Ecosystem TL;DR: SCIP Optimization Suite 10.0 brings a numerically exact solving mode for rational MILPs, noticeable performance gains for MILP/MINLP, stronger presolving and symmetry handling, better heuristics and conflict analysis, IIS detection, and major updates to GCG, PaPILO, PySCIPOpt, and MIP-DD.

SCIP Optimization Suite 10.0 is out πŸŽ‰

β†’ Numerically exact solving mode for rational MILPs
β†’ 9-20% faster on hard MINLPs
β†’ IIS detection for debugging infeasible models
β†’ Better symmetry handling
... and many more

For full details see:
www.pokutta.com/blog/resear...

#optimization

4 months ago 2 2 0 0

Our book on conditional gradients and Frank-Wolfe methods with GΓ‘bor Braun, @ACarderera, @CyrilleCmbt, Hamed Hassani, @aminkarbasi and Aryan Mokhtari just appeared in the MOS-SIAM Series on Optimization #ml #optimization #ai

epubs.siam.org/doi/book/10...

6 months ago 0 0 0 0
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New blog post: committing to secrets via hashing - a short, first-principles introduction #crypto #hashing

=> www.pokutta.com/blog/hashed...

6 months ago 1 0 0 0