2025/04/06 by Shota Takahashi, Sebastian Pokutta, Takahashi, Shota +3 · 4 citations
Computer Science · Decision Sciences · Engineering · #Advanced Bandit Algorithms Research #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques #math.OC
paper · pdf · doi:10.48550/arxiv.2504.04330
openalex publication_date 2025/04/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
We propose Frank--Wolfe (FW) algorithms with an adaptive Bregman step-size strategy for smooth adaptable (also called: relatively smooth) (weakly-) convex functions. This means that the gradient of the objective function is not necessarily Lipschitz continuous, and we only require the smooth adaptable property. Compared with existing FW algorithms, our assumptions are less restrictive. We establish convergence guarantees in various settings, including convergence rates ranging from sublinear to linear, depending on the assumptions for convex and nonconvex objective functions. Assuming that the objective function is weakly convex and satisfies the local quadratic growth condition, we provide both local sublinear and local linear convergence with respect to the primal gap. We also propose a variant of the away-step FW algorithm using Bregman distances over polytopes. We establish faster global convergence (up to a linear rate) for convex optimization under the Hölder error bound condition and local linear convergence for nonconvex optimization under the local quadratic growth condition. Numerical experiments demonstrate that our proposed FW algorithms outperform existing methods.