On the Convergence Rate of the Duality Gap in the Generalized Frank-Wolfe Method Under the Weak Growth Condition

Abstract

We analyze the convergence rate of certain sequence of the duality gaps in the generalized Frank-Wolfe method, under certain regime of the weak growth condition proposed in Peña (2023). Our analysis leverages a recursion lemma that may be of independent interest.

arXiv comment12 pages