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 ...