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math.OC2026
Calculus of the Facial Distance
Javier Pena, Elias Wirth
We develop a few calculus rules to compute or lower bound the facial distance of a polytope. We illustrate our calculus rules on various popular polytopes. In particular, we provid…
math.OC2025
Adaptive Open-Loop Step-Sizes for Accelerated Convergence Rates of the Frank-Wolfe Algorithm
Elias Wirth, Javier Peña, Sebastian Pokutta
Recent work has shown that in certain settings, the Frank-Wolfe algorithm (FW) with open-loop step-sizes for a fixed parameter $\ell \in \mathbb{N},\, \…
math.OC2024
Fast convergence of Frank-Wolfe algorithms on polytopes
Elias Wirth, Javier Pena, Sebastian Pokutta
We provide a template to derive convergence rates for the following popular versions of the Frank-Wolfe algorithm on polytopes: vanilla Frank-Wolfe, Frank-Wolfe with away steps, Fr…