Frustrated magnets are a notorious example of where usual perturbative meth
ods fail. Using a nonperturbative Wilson-like approach, we get a coherent p
icture of the physics of frustrated Heisenberg magnets everywhere between d
= 2 and d = 4. We recover all known perturbative results in a single frame
work and find the transition to be weakly of first order in d = 3. We compu
te effective exponents that are in good agreement with numerical and experi
mental data.