Frank–Wolfe algorithm: Difference between revisions

Revision as of 20:33, 16 June 2018

Revision as of 20:37, 16 June 2018

Line 13:

:'''Step 1.''' ''Direction-finding subproblem:'' Find <math>\mathbf{s}_k</math> solving

::Minimize <math> (\mathbf{s}-\mathbf{x}_k)^T \nabla f(\mathbf{x}_k)</math>

::Subject to <math>\mathbf{s} \in \mathcal{D}</math>

:''(Interpretation: Minimize the linear approximation of the problem given by the first-order [[Taylor series|Taylor approximation]] of <math>f</math> around <math>\mathbf{x}_k \!</math>.)''