Frank–Wolfe algorithm: Difference between revisions

Revision as of 12:13, 2 December 2016

Revision as of 12:16, 2 December 2016

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</math>

This also holds for the (unknown) optimal solution <math>\mathbf{x}^*</math>. That is, <math>f(\mathbf{x}^*) \ge f(\mathbf{x}) + (\mathbf{x}^* - \mathbf{x})^T \nabla f(\mathbf{x})</math>. The best lower bound with respect to a given point <math>\mathbf{x}</math> is given by

:<math>