Frank-Wolfe Method is Automatically Adaptive to Error Bound Condition

Understand

Error bound condition has recently gained revived interest in optimization.

• It has been leveraged to derive faster convergence for many popular algorithms, including subgradient methods, proximal gradient method and accelerated proximal gradient method.
• However, it is still unclear whether the Frank-Wolfe (FW) method can enjoy faster convergence under error bound condition.
• In this short note, we give an affirmative answer to this question.