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==Problem statement==
Suppose <math>\mathcal{D}</math> is a [[compact space|compact]] [[convex set]] in a [[vector space]] and <math>f \colon \mathcal{D} \to \mathbb{R}</math> is a [[convex function|convex]], [[differentiable function|differentiable]] [[real-valued function]]. The Frank–Wolfe algorithm solves the [[optimization problem]]
:Minimize <math> f(\mathbf{x})</math>
:subject to <math> \mathbf{x} \in \mathcal{D}</math>.
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