{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-frank-wolfe-algorithm-for-oracle-based","title":"A Frank-Wolfe Algorithm for Oracle-based Robust Optimization","arxiv_id":"2411.19848","date":"2024-11-29","proceeding":null,"authors":["Mathieu Besançon","Jannis Kurtz"],"abstract":"We tackle robust optimization problems under objective uncertainty in the oracle model, i.e., when the deterministic problem is solved by an oracle. The oracle-based setup is favorable in many situations, e.g., when a compact formulation of the feasible region is unknown or does not exist. We propose an iterative method based on a Frank-Wolfe type algorithm applied to a smoothed version of the piecewise linear objective function. Our approach bridges several previous efforts from the literature, attains the best known oracle complexity for the problem and performs better than state-of-the-art on high-dimensional problem instances, in particular for larger uncertainty sets.","url_abs":"https://arxiv.org/abs/2411.19848v2","url_pdf":"https://arxiv.org/pdf/2411.19848v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"a-frank-wolfe-algorithm-for-oracle-based","repo_url":"https://github.com/matbesancon/oracle_robust_smoothing_fw","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}