Frank–Wolfe algorithm: Difference between revisions

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m WP:CHECKWIKI error fix for #61. Punctuation goes before References. Do general fixes if a problem exists. - using AWB (8853)
Algorithm: the fraction for gamma should be 2/(k+2), not k/(k+2). k/(k+2) would make gamma approach 1 as k goes to infinity,
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:Interpretation: Minimize the linear approximation of the problem given by the first-order [[Taylor series|Taylor approximation]] of f around <math>\mathbf{x}_k \!</math>.
 
:'''Step 2.''' Step size determination. Set <math>\gamma \leftarrow \frac{k2}{k+2}</math>, or alternatively find <math>\gamma \!</math> that minimizes <math> f(\mathbf{x}_k+\gamma(\mathbf{s}-\mathbf{x}_k))</math> subject to <math>0 \le \gamma \le 1</math> .
 
:'''Step 3.''' Update. Let <math>\mathbf{x}_{k+1}\leftarrow \mathbf{x}_k+\gamma(\mathbf{s}-\mathbf{x}_k)</math>, let <math>k \leftarrow k+1</math> and go back to Step 1.