The '''Frank-WolfeFrank–Wolfe algorithm''', also known as the Convex''convex Combinationcombination algorithm'', is a classic algorithm in [[Operationsoperations Researchresearch]] (OR). It was originally proposed by Marguerite Frank and Phil Wolfe in 1956 as a procedure for solving [[quadratic programming]] problems with linear constraints. At each step the objective function is linearized and then a step is take in a direction that reduces the objective while maintaining feasibility. The algorithm can be seen as a generalization of the primal [[Simplexsimplex Algorithmalgorithm]] for [[Linearlinear Programmingprogramming]]. In recent years it has been widely used for determining the equilibrium flows in transportation networks.
