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A modified Frank-Wolfe algorithm and its convergence properties

A modified Frank-Wolfe algorithm and its convergence properties This paper modifies the Frank-Wolfe's algorithm. Under weaker conditions it proves that the modified algorithm is convergent, and specially under the assumption of convexity of the objective function that $$\mathop {\lim }\limits_{k \to \infty } f(x^k ) = \mathop {\inf }\limits_{x \in R} f(x)$$ without assuming {x k } is bounded. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

A modified Frank-Wolfe algorithm and its convergence properties

Acta Mathematicae Applicatae Sinica , Volume 11 (3) – Jul 14, 2005

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References (7)

Publisher
Springer Journals
Copyright
Copyright © 1995 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02011194
Publisher site
See Article on Publisher Site

Abstract

This paper modifies the Frank-Wolfe's algorithm. Under weaker conditions it proves that the modified algorithm is convergent, and specially under the assumption of convexity of the objective function that $$\mathop {\lim }\limits_{k \to \infty } f(x^k ) = \mathop {\inf }\limits_{x \in R} f(x)$$ without assuming {x k } is bounded.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 14, 2005

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