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Frank-Wolfe Algorithm

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Keywords Away direction - Bisection search - Bounded - Column generation - Convergence rate - Convex function - Convex hull - Convexity - Dantzig-Wolfe decomposition - Differentiable function - Direction finding problem - Extreme point - Feasible direction - Feasible direction methods - First order Taylor series expansion - Geometrically - Globally optimal - Golden section method - Heuristics - Inexact line search line - Search algorithms - Line search problem - Linear program - Matrix - Network - Nonempty - Nonlinear programming - Parallel tangents - PARTAN - Polyhedron - Positive definite matrix - Pseudoconvex - Quadratic programming - Regularized direction finding problem - Regularized Frank-Wolfe decomposition - Simplex algorithm - Simplicial decomposition - Stepsize - Stopping criterion - Strongly convex

In 1956, M. Frank and P. Wolfe [5] published an article proposing an algorithm for solving quadratic