Curvature-Dependent Lower Bounds for Frank-Wolfe

Abstract

The Frank-Wolfe algorithm achieves a convergence rate of $\mathcal{O}(1/T)$ for smooth convex optimization over compact convex domains, accelerating to $\mathcal{O}(1/T^2)$ when both the objective and the feasible set are strongly convex. This acceleration extends beyond strong convexity: Kerdreux et al. (2021a) proved rates of $\mathcal{O}(T^{-p/(p-1)})$ over $p$-uniformly convex feasible sets, a class that interpolates between strongly convex sets and more general curved domains such as $\ell_p$ balls. In this work, we establish a matching $Ω(T^{-p/(p-1)})$ lower bound for every $p\ge 3$ under exact line search or short steps, and extend the lower bound to objectives satisfying a Hölderian error bound. The proofs analyze the dynamics of Frank-Wolfe iterates on simple instances and hence are not limited to the high-dimensional setting, unlike information-theoretic lower bounds.