Frank–Wolfe algorithm: Difference between revisions

Revision as of 18:46, 7 September 2009

Revision as of 01:35, 13 July 2010

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===Algorithm===

'''Step 1.''' Initialization. Let <math>k \leftarrow 0</math> and let <math>x_0x_k \!</math> be any point in <math>\mathbf{P}</math>.

'''Step 2.''' Convergence test. If <math> \nabla f(x_k)=0</math> then Stop, we have found the minimum.