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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 $Φ$. The linear minimization oracle returns vertices, and we assume a coercivity condition on the Jacobian of $Φ$ at a solution. We prove last-iterate convergence to the
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