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Main Author: Takahashi, Shota
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2601.20443
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author Takahashi, Shota
author_facet Takahashi, Shota
contents We study convex optimization problems over a compact convex set where projections are expensive but a linear minimization oracle (LMO) is available. We propose the adaptive conditional gradient sliding method (AdCGS), a projection-free and line-search-free method that retains Nesterov's acceleration with adaptive stepsizes based on local Lipschitz estimates. AdCGS combines an accelerated outer scheme with an LMO-based inner routine. It reuses gradients across multiple LMO calls to reduce gradient evaluations, while controlling the subproblem inexactness via a prescribed accuracy level coupled with adaptive stepsizes. We prove accelerated convergence rates for convex objective functions matching those of projection-based accelerated methods, while requiring no projection oracle. For strongly convex objective functions, we further establish linear convergence without additional geometric assumptions on the constraint set, such as polytopes or strongly convex sets. Experiments on constrained $\ell_p$ regression, logistic regression with real-world datasets, and least-squares problems demonstrate improvements over both projection-free and projection-based baselines.
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spellingShingle Adaptive Conditional Gradient Sliding: Projection-Free and Line-Search-Free Acceleration
Takahashi, Shota
Optimization and Control
We study convex optimization problems over a compact convex set where projections are expensive but a linear minimization oracle (LMO) is available. We propose the adaptive conditional gradient sliding method (AdCGS), a projection-free and line-search-free method that retains Nesterov's acceleration with adaptive stepsizes based on local Lipschitz estimates. AdCGS combines an accelerated outer scheme with an LMO-based inner routine. It reuses gradients across multiple LMO calls to reduce gradient evaluations, while controlling the subproblem inexactness via a prescribed accuracy level coupled with adaptive stepsizes. We prove accelerated convergence rates for convex objective functions matching those of projection-based accelerated methods, while requiring no projection oracle. For strongly convex objective functions, we further establish linear convergence without additional geometric assumptions on the constraint set, such as polytopes or strongly convex sets. Experiments on constrained $\ell_p$ regression, logistic regression with real-world datasets, and least-squares problems demonstrate improvements over both projection-free and projection-based baselines.
title Adaptive Conditional Gradient Sliding: Projection-Free and Line-Search-Free Acceleration
topic Optimization and Control
url https://arxiv.org/abs/2601.20443