Affine Invariant Analysis of Frank-Wolfe on Strongly Convex Sets
Thomas Kerdreux * 1 Lewis Liu * 2 3 Simon Lacoste Julien 2 3 4 5 Damien Scieur * 4 3
Abstract Algorithm 1 Frank-Wolfe Algorithm
It is known that the Frank-Wolfe (FW) algorithm, Input: x0 ∈ C.
1: for k = 0, 1, . . . , K do
which is affine covariant, enjoys faster conver-
gence rates than O (1/K) when the constraint 2: vk ∈ argmax hf (x ...


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