Polytope conditioning and linear convergence of the Frank-Wolfe algorithm
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Abstract (arXiv)
It is known that the gradient descent algorithm converges linearly when applied to a strongly convex function with Lipschitz gradient. In this case the algorithm's rate of convergence is determined by the condition number of the function. In a similar vein, it has been shown that a variant of the Frank-Wolfe algorithm with away steps converges linearly when applied to a strongly convex function with Lipschitz gradient over a polytope. In a nice extension of the unconstrained case, the algorithm's rate of convergence is determined by the product of the condition number of the function and a certain condition number of the polytope. We shed new light into the latter type of polytope conditioning. In particular, we show that previous and seemingly different approaches to define a suitable condition measure for the polytope are essentially equivalent to each other. Perhaps more interesting, they can all be unified via a parameter of the polytope that formalizes a key premise linked to the algorithm's linear convergence. We also give new insight into the linear convergence property. For a convex quadratic objective, we show that the rate of convergence is determined by a condition number of a suitably scaled polytope.
Key facts. Cited by 10 papers in the map (data through 14 Oct 2026). First posted on arXiv 18 Dec 2015.
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Citing papers per year: 2021: 4; 2022: 2; 2023: 0; 2024: 0; 2025: 1; 2026: 3.
10 papers.
- 2021Frank-Wolfe with a Nearest Extreme Point Oraclecited by 8
- 2022Approximate Vanishing Ideal Computations at Scalecited by 6
- 2021Parameter-free Locally Accelerated Conditional Gradientscited by 5
- 2021Reusing Combinatorial Structure: Faster Iterative Projections over Submodular Base Polytopescited by 2
- 2021Approximate Frank-Wolfe Algorithms over Graph-structured Support Setscited by 0
- 2022Frank Wolfe Meets Metric Entropycited by 0
- 2025Linear Convergence of the Frank-Wolfe Algorithm over Product Polytopescited by 0
- 2026Beyond Averaging in John Ellipsoid Approximation: High-Accuracy Algorithms in the Leverage-Score Modelcited by 0
- 2026Pyramidal Width Can Increase Under Vertex Insertioncited by 0
- 2026Guarded Block Transfers for Polytope Distance: Linear Convergence with Explicit Constants and Gap-Certified Screening for SVM Trainingcited by 0
- 2026Guarded Block Transfers for Polytope Distance: Linear Convergence with Explicit Constants and Gap-Certified Screening for SVM Training11 Oct 2026
- 2026Pyramidal Width Can Increase Under Vertex Insertion31 Jul 2026
- 2026Beyond Averaging in John Ellipsoid Approximation: High-Accuracy Algorithms in the Leverage-Score Model18 Jun 2026
- 2025Linear Convergence of the Frank-Wolfe Algorithm over Product Polytopes16 May 2025
- 2022Approximate Vanishing Ideal Computations at Scale4 Jul 2022
- 2022Frank Wolfe Meets Metric Entropy17 May 2022
- 2021Approximate Frank-Wolfe Algorithms over Graph-structured Support Sets29 Jun 2021
- 2021Reusing Combinatorial Structure: Faster Iterative Projections over Submodular Base Polytopes22 Jun 2021
- 2021Parameter-free Locally Accelerated Conditional Gradients12 Feb 2021
- 2021Frank-Wolfe with a Nearest Extreme Point Oracle3 Feb 2021