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| # Lower Bounds for Frank-Wolfe on Strongly Convex Sets | |
| This repository contains the code to reproduce the experiments from the paper [Lower Bounds for Frank-Wolfe on Strongly Convex Sets](https://arxiv.org/abs/2602.04378). | |
| The paper studies the Frank–Wolfe (FW) algorithm, a projection-free first-order method for smooth constrained convex optimization. It shows that even if the constraint set is strongly convex, FW can still exhibit a slow $\Omega(1/\sqrt{\varepsilon})$ convergence rate in the worst case. The code here implements constructions and numerical experiments illustrating these lower bounds. | |
| The code is written in Julia 1.12 and requires the following packages: | |
| ```julia | |
| using Pkg | |
| Pkg.add("Plots") | |
| Pkg.add("FrankWolfe") | |
| ``` | |
| ## Project Structure | |
| - **`backward-reconstruction.jl`**: Implements routines to reconstruct worst-case starting points by applying backward dynamics. This is the core script to reproduce the main numerical experiments. | |
| - **`bisection-search.jl`**: Provides an alternative approach to finding worst-case starting points by using a specialized bisection search. | |
| - **`utils.jl`**: Contains auxiliary functions used by the other scripts (geometry, plotting helpers, etc.). | |
| ## Usage Example | |
| After installing Julia and the required packages, you can run the main experiment scripts directly: | |
| ```julia | |
| include("backward-reconstruction.jl") | |
| # or | |
| include("bisection-search.jl") | |
| ``` | |
| ## Citation | |
| If you use this paper or code in your research, please consider citing: | |
| ```bibtex | |
| @article{halbey2026lower, | |
| title = {Lower Bounds for Frank-Wolfe on Strongly Convex Sets}, | |
| author = {Halbey, Jannis and Deza, Daniel and Zimmer, Max and Roux, Christophe and Stellato, Bartolomeo and Pokutta, Sebastian}, | |
| journal = {arXiv preprint arXiv:2602.04378}, | |
| year = {2026}, | |
| url = {https://arxiv.org/abs/2602.04378}, | |
| } | |
| ``` | |