Frank-Wolfe algorithm for star-convex functions

We study the Frank-Wolfe algorithm for minimizing a differentiable function with Lipschitz continuous gradient over a compact convex set. To extend classical complexity bounds to certain non-convex functions, we focus on the class of star-convex functions, which retain essential geometric properties despite the lack of convexity. We establish iteration-complexity bounds of O(1/k) for both the objective values and the duality gap under star-convexity, using diminishing, Armijo-type, and Lipschitz-based stepsize rules. Notably, the diminishing and Armijo strategies do not require prior knowledge of Lipschitz or curvature constants. These results demonstrate that the Frank-Wolfe method preserves optimal complexity guarantees beyond the convex setting.