## What we are interested in

We research and develop algorithms for continuous optimization, with a particular emphasis on solving high-dimensional optimization problems with first-order methods. We prove convergence rates and guarantees for a variety of settings, such as:
*Conditional gradient* aka *Frank-Wolfe* methods, which perform constrained optimization by accessing the feasible set via a linear optimization oracle.
*Proximal* methods, which yield efficient algorithms for nonsmooth optimization and practically reshape smooth ones.
*Online learning* algorithms which consist of playing a sequential game in which the algorithms predict and receive a loss in an online way and try to minimize overall regret; they have numerous applications to optimization via reductions.
*Accelerated* methods which combine online learning tools with other optimization techniques to exploit and improve convergence of other more simple algorithms, often to optimality.
And *block-iterative* algorithms which leverage parallelism and distributed computation for faster algorithmic performance.

## Researchers

## Projects

- Sparsity and Sample-size Efficiency in Structured Learning (MATH+ EF1-14)
- On a Frank-Wolfe Approach for Abs-smooth Optimization (MATH+ EF1-23)
- Beyond the Worst-case: Data-dependent Rates in Learning and Optimization (MATH+ AA3-7)
- Theoretical Foundations of Deep Learning (SPP 2298, project number 441826958)
- Decision-making for Energy Network Dynamics (MATH+ AA4-7)

## Publications

- Besançon, M., Garcia, J. D., Legat, B., and Sharma, A. (2023). Flexible Differentiable Optimization Via Model Transformations.
*INFORMS Journal on Computing*. DOI: 10.1287/ijoc.2022.0283 [URL] [arXiv]## [BibTeX]

- Wirth, E., Pena, J., and Pokutta, S. (2023).
*Accelerated Affine-invariant Convergence Rates of the Frank-Wolfe Algorithm with Open-loop Step-sizes*. [arXiv]## [BibTeX]

- Kreimeier, T., Pokutta, S., Walther, A., and Woodstock, Z. (2023).
*On a Frank-Wolfe Approach for Abs-smooth Functions*. [arXiv]## [BibTeX]

- Deza, A., Onn, S., Pokutta, S., and Pournin, L. (2023).
*Kissing Polytopes*. [arXiv]## [BibTeX]

- Martínez-Rubio, D., Roux, C., Criscitiello, C., and Pokutta, S. (2023). Accelerated Riemannian Min-Max Optimization Ensuring Bounded Geometric Penalties.
*Proceedings of Optimization for Machine Learning (NeurIPS Workshop OPT 2023)*. [arXiv]## [BibTeX]

- Martínez-Rubio, D., Wirth, E., and Pokutta, S. (2023). Accelerated and Sparse Algorithms for Approximate Personalized PageRank and Beyond.
*Proceedings of Annual Workshop on Computational Learning Theory*. [arXiv]## [BibTeX]

- Wirth, E., Kerdreux, T., and Pokutta, S. (2023). Acceleration of Frank-Wolfe Algorithms with Open Loop Step-sizes.
*Proceedings of International Conference on Artificial Intelligence and Statistics*. [arXiv]## [BibTeX]

- Wirth, E., Kera, H., and Pokutta, S. (2023). Approximate Vanishing Ideal Computations at Scale.
*Proceedings of International Conference on Learning Representations*. [arXiv] [slides]## [BibTeX]

- Wilken, S. E., Besançon, M., Kratochvíl, M., Kuate, C. A. F., Trefois, C., Gu, W., and Ebenhöh, O. (2022). Interrogating the Effect of Enzyme Kinetics on Metabolism Using Differentiable Constraint-based Models.
*Metabolic Engineering*.## [BibTeX]

- Búi, M. N., Combettes, P. L., and Woodstock, Z. (2022). Block-activated Algorithms for Multicomponent Fully Nonsmooth Minimization.
*Proceedings of ICASSP 2022 - 2022 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)*, 5428–5432. DOI: 10.1109/ICASSP43922.2022.9747479 [URL]## [BibTeX]

- Besançon, M., Carderera, A., and Pokutta, S. (2022). FrankWolfe.jl: A High-Performance and Flexible Toolbox for Frank-Wolfe Algorithms and Conditional Gradients.
*INFORMS Journal on Computing*. [arXiv] [summary] [slides] [code]## [BibTeX]

- Braun, G., Pokutta, S., and Weismantel, R. (2022).
*Alternating Linear Minimization: Revisiting von Neumann’s Alternating Projections*. [arXiv] [slides] [video]## [BibTeX]

- Criado, F., Martínez-Rubio, D., and Pokutta, S. (2022). Fast Algorithms for Packing Proportional Fairness and Its Dual.
*Proceedings of Conference on Neural Information Processing Systems*. [arXiv] [poster]## [BibTeX]

- Braun, G., Carderera, A., Combettes, C., Hassani, H., Karbasi, A., Mokhtari, A., and Pokutta, S. (2022).
*Conditional Gradient Methods*. [arXiv]## [BibTeX]

- Hunkenschröder, C., Pokutta, S., and Weismantel, R. (2022). Optimizing a Low-dimensional Convex Function Over a High-dimensional Cube.
*SIAM Journal on Optimization*. [arXiv]## [BibTeX]

- Macdonald, J., Besançon, M., and Pokutta, S. (2022). Interpretable Neural Networks with Frank-Wolfe: Sparse Relevance Maps and Relevance Orderings.
*Proceedings of International Conference on Machine Learning*. [arXiv] [poster] [video]## [BibTeX]

- Martínez-Rubio, D., and Pokutta, S. (2022). Accelerated Riemannian Optimization: Handling Constraints with a Prox to Bound Geometric Penalties.
*Proceedings of Optimization for Machine Learning (NeurIPS Workshop OPT 2022)*. [URL] [arXiv] [poster]## [BibTeX]

- Wirth, E., and Pokutta, S. (2022). Conditional Gradients for the Approximately Vanishing Ideal.
*Proceedings of International Conference on Artificial Intelligence and Statistics*. [arXiv] [summary] [poster] [code]## [BibTeX]

- Carderera, A., mathieu.besançon, and Pokutta, S. (2021). Simple Steps Are All You Need: Frank-Wolfe and Generalized Self-concordant Functions.
*Proceedings of Conference on Neural Information Processing Systems*,*34*, 5390–5401. [URL] [summary] [slides] [poster] [code]## [BibTeX]

- Kerdreux, T., Roux, C., d’Aspremont, A., and Pokutta, S. (2021). Linear Bandits on Uniformly Convex Sets.
*Journal of Machine Learning Research*,*22*(284), 1–23. [URL] [arXiv] [summary]## [BibTeX]

- Braun, G., and Pokutta, S. (2021).
*Dual Prices for Frank–Wolfe Algorithms*. [arXiv]## [BibTeX]

- Roux, C., Wirth, E., Pokutta, S., and Kerdreux, T. (2021).
*Efficient Online-bandit Strategies for Minimax Learning Problems*. [arXiv]## [BibTeX]

- Braun, G., Pokutta, S., and Zink, D. (2019). Affine Reductions for LPs and SDPs.
*Mathematical Programming*,*173*, 281–312. DOI: 10.1007/s10107-017-1221-9 [arXiv]## [BibTeX]

- Braun, G., Pokutta, S., and Zink, D. (2019). Lazifying Conditional Gradient Algorithms.
*The Journal of Machine Learning Research*,*20*(71), 1–42. [URL] [arXiv]## [BibTeX]

- Braun, G., Pokutta, S., Tu, D., and Wright, S. (2019). Blended Conditional Gradients: the Unconditioning of Conditional Gradients.
*Proceedings of International Conference on Machine Learning*,*97*, 735–743. [URL] [arXiv] [summary] [slides] [poster] [code]## [BibTeX]

- Braun, G., Pokutta, S., and Roy, A. (2018). Strong Reductions for Extended Formulations.
*Mathematical Programming*,*172*, 591–620. DOI: 10.1007/s10107-018-1316-y [arXiv]## [BibTeX]

- Braun, G., Brown-Cohen, J., Huq, A., Pokutta, S., Raghavendra, P., Roy, A., Weitz, B., and Zink, D. (2017). The Matching Problem Has No Small Symmetric SDP.
*Mathematical Programming*,*165*, 643–662. DOI: 10.1007/s10107-016-1098-z [arXiv]## [BibTeX]

- Braun, G., Guzmán, C., and Pokutta, S. (2017). Unifying Lower Bounds on the Oracle Complexity of Nonsmooth Convex Optimization.
*IEEE Transactions on Information Theory*,*63*(7), 4709–4724. DOI: 10.1109/TIT.2017.2701343 [arXiv]## [BibTeX]

- Braun, G., Jain, R., Lee, T., and Pokutta, S. (2017). Information-theoretic Approximations of the Nonnegative Rank.
*Computational Complexity*,*26*, 147–197. DOI: 10.1007/s00037-016-0125-z [URL]## [BibTeX]

- Braun, G., Firorini, S., and Pokutta, S. (2016). Average Case Polyhedral Complexity of the Maximum Stable Set Problem.
*Mathematical Programming*,*160*(1), 407–431. DOI: 10.1007/s10107-016-0989-3 [arXiv]## [BibTeX]

- Braun, G., and Pokutta, S. (2016). Common Information and Unique Disjointness.
*Algorithmica*,*76*(3), 597–629. DOI: 10.1007/s00453-016-0132-0 [URL]## [BibTeX]

- Braun, G., and Pokutta, S. (2016).
*An Efficient High-probability Algorithm for Linear Bandits*. [arXiv]## [BibTeX]

- Braun, G., Firorini, S., Pokutta, S., and Steurer, D. (2015). Approximation Limits of Linear Programs (beyond Hierarchies).
*Mathematics of Operations Research*,*40*(3), 756–772. DOI: 10.1287/moor.2014.0694 [arXiv]## [BibTeX]

- Braun, G., Pokutta, S., and Xie, Y. (2015). Info-greedy Sequential Adaptive Compressed Sensing.
*IEEE Journal of Selected Topics in Signal Processing*,*9*(4), 601–611. DOI: 10.1109/JSTSP.2015.2400428 [arXiv]## [BibTeX]

- Braun, G., and Pokutta, S. (2015). The Matching Polytope Does Not Admit Fully-polynomial Size Relaxation Schemes.
*Proceedings of Symposium on Discrete Algorithms*, 837–846. DOI: 10.1137/1.9781611973730.57 [arXiv]## [BibTeX]

- Braun, G., and Pokutta, S. (2012). An Algebraic Approach to Symmetric Extended Formulations.
*Proceedings of International Symposium on Combinatorial Optimization)*,*7422*, 141–152. DOI: 10.1007/978-3-642-32147-4_14 [arXiv]## [BibTeX]