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Frank–Wolfe algorithm: Difference between revisions
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Revision as of 22:23, 23 October 2013
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Lower bounds on the solution value
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Line 43:
:<math>
f(\mathbf{x}^*) \geq \min_{\mathbf{
x
y
} \in D} f(\mathbf{x}) + (\mathbf{y} - \mathbf{x})^T \nabla f(\mathbf{x}) = f(\mathbf{x}) - \mathbf{x}^T \nabla f(\mathbf{x}) + \min_{\mathbf{y} \in D} \mathbf{y}^T \nabla f(\mathbf{x})
</math>