Revisiting Decomposition-Invariant Conditional Gradient Methods for Polytopes

Abstract

We revisit Decomposition-Invariant Conditional Gradient methods, originally introduced by Garber and Meshi in 2016, for minimizing a convex and $β$-smooth function over a polytope in $\reals^n$, under an $α$-quadratic growth condition. For 2-level polytopes we design a simple and parameter-free dyadic step-size rule that yields a linear convergence rate which scales with the dimension of the optimal face and not with the ambient dimension as in standard away-step-based conditional gradient methods for polytopes. For general polytopes, under a slightly stronger condition of $α_{\mathrm{F}}$-\textit{facial quadratic growth}, we introduce a method whose number of iterations to reach an $ε$-approximate solution is of the order $n+\frac{βD^2}{αr^{*2}} + \frac{(d^*+1)βD^2}{α_{\mathrm{F}}}\log(1/ε)$, where $d^*$ is the dimension of the optimal face, $r^*$ is a separation parameter between the optimal set and faces that do not contain an optimal solution, and $D$ is the diameter of the polytope. This method is also parameter-free and only relies on standard line-search computations. The second result improves upon previous conditional gradient methods, whose number of iterations to $ε$-approximation scales with $\frac{βD^2n}α\log(1/ε)$, in a meaningful regime $\max\{\fracα{α_{\rm F}}(d^*+1), \frac{1}{r^{*2}}\} \ll n$