# 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}, } ```