Last-Iterate Convergence of Frank--Wolfe for Nonlinear Variational Inequalities on Polytopes
We consider the Frank--Wolfe algorithm for solving variational inequalities over compact polytopes under a monotone $C^1$ operator $\Phi$. The linear minimization oracle returns vertices, and we assume a coercivity condition on the Jacobian of $\Phi$ at a solution. We prove last-iterate convergence to the unique soluti...