Two slides: Frank-Wolfe is an approximation of BroxGD, itself approximating BPM

peter_richtarik · x · 2026-11-05

Optimization researcher Peter Richtárik distills the Frank-Wolfe (FW) method into two slides:

The accompanying slide lays out a unified derivation chain: start from BPM, linearize f at xk to get BroxGD, then replace the radius-tk ball around xk with an inner approximation to obtain Frank-Wolfe. One-line summary: BroxGD linearizes f; Frank-Wolfe also shrinks the ball to an inner approximation.

Related event: KAUST's BroxGD Paper Clarifies Frank-Wolfe as Projection-Free Approximation(3 posts)→

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