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Line 23: ===Comments=== The algorithm generally makes good progress towards the optimum during the first few iterations, but convergence often slows down substantially when close to the minimum point. For this reason the algorithm is perhaps best used to find an approximate solution. It can be shown that the worst case convergence rate is [[sublinear]]; however, in practice the convergence rate has been observed to improve in case of many constraints.<ref>"Nonlinear Programming", Dimitri Bertsekas, 2003, page 222. Athena Scientific, ISBN 1-886529-00-0.</ref> ==References==

Frank–Wolfe algorithm: Difference between revisions