Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization

Fuente: arXiv
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Autores principales: Nandhan, Navil, Khademi, Abbas, Silveti-Falls, Antonio
Formato: Preprint
Publicado: 2026
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author Nandhan, Navil
Khademi, Abbas
Silveti-Falls, Antonio
author_facet Nandhan, Navil
Khademi, Abbas
Silveti-Falls, Antonio
contents The boosted Frank-Wolfe algorithm accelerates the classical Frank-Wolfe algorithm by better aligning the update direction with the negative gradient. Its analysis, however, has been limited to deterministic convex problems, with step sizes that require either line search or knowledge of the Lipschitz constant of the gradient. We develop a novel step size strategy that does not depend on the Lipschitz constant of the gradient, which allows us to extend the boosted Frank-Wolfe algorithm to the stochastic setting. We prove that boosting with this step size strategy can be combined with many modern gradient estimators, including SAGA, L-SVRG, SAG, Heavy Ball momentum, and zeroth-order estimators, among others, while retaining the worst-case convergence rates of ordinary stochastic Frank-Wolfe. Our analysis also yields the first convergence rates for boosted Frank-Wolfe on nonconvex and quasar-convex objectives, results which are new even for deterministic problems. Experiments on sparse logistic regression and quantum process tomography show that stochastic boosted Frank-Wolfe achieves faster convergence per gradient oracle call (and on wall-clock) compared to the non-boosted baseline.
format Preprint
id arxiv_https___arxiv_org_abs_2605_25255
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
Nandhan, Navil
Khademi, Abbas
Silveti-Falls, Antonio
Optimization and Control
Machine Learning
90C26, 90C15, 65K05, 90C25
The boosted Frank-Wolfe algorithm accelerates the classical Frank-Wolfe algorithm by better aligning the update direction with the negative gradient. Its analysis, however, has been limited to deterministic convex problems, with step sizes that require either line search or knowledge of the Lipschitz constant of the gradient. We develop a novel step size strategy that does not depend on the Lipschitz constant of the gradient, which allows us to extend the boosted Frank-Wolfe algorithm to the stochastic setting. We prove that boosting with this step size strategy can be combined with many modern gradient estimators, including SAGA, L-SVRG, SAG, Heavy Ball momentum, and zeroth-order estimators, among others, while retaining the worst-case convergence rates of ordinary stochastic Frank-Wolfe. Our analysis also yields the first convergence rates for boosted Frank-Wolfe on nonconvex and quasar-convex objectives, results which are new even for deterministic problems. Experiments on sparse logistic regression and quantum process tomography show that stochastic boosted Frank-Wolfe achieves faster convergence per gradient oracle call (and on wall-clock) compared to the non-boosted baseline.
title Boosted Stochastic Frank-Wolfe for Constrained Nonconvex Optimization
topic Optimization and Control
Machine Learning
90C26, 90C15, 65K05, 90C25
url https://arxiv.org/abs/2605.25255