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arXiv · 2507.05669

A Fully Adaptive Frank-Wolfe Algorithm for Relatively Smooth Problems and Its Application to Centralized Distributed Optimization

A. A. Vyguzov·F. S. Stonyakin
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Abstract

We study the Frank-Wolfe algorithm for constrained optimization problems with relatively smooth objectives. Building upon our previous work, we propose a fully adaptive variant of the Frank-Wolfe method that dynamically adjusts the step size. Our method does not require prior knowledge of the function parameters and guarantees convergence using only local information. We establish a linear convergence rate under relative strong convexity and provide a detailed theoretical analysis of the proposed adaptive step-size rule. Furthermore, we demonstrate how relative smoothness and strong convexity naturally arise in the setting of centralized distributed optimization. Under a variance-type assumption on the gradients, we show that the global objective becomes relatively strongly convex with respect to the Bregman divergence generated by a local function. This structure allows us to apply our adaptive Frank-Wolfe algorithm, leading to provable acceleration due to an improved relative condition number.

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A. A. Vyguzov, F. S. Stonyakin. 2025-07-08. A Fully Adaptive Frank-Wolfe Algorithm for Relatively Smooth Problems and Its Application to Centralized Distributed Optimization. https://arxiv.org/abs/2507.05669

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