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 ${\eta }_t=\frac{\ell }{t+\ell }$ for a fixed parameter $\ell \in \mathbb{N},\, \…