Journal ArticleDOI
Some comments of Wolfe's `away step'
J Guélat,Patrice Marcotte +1 more
TLDR
It is given a detailed proof, under slightly weaker conditions on the objective function, that a modified Frank-Wolfe algorithm based on Wolfe's ‘away step’ strategy can achieve geometric convergence, provided a strict complementarity assumption holds.Abstract:
We give a detailed proof, under slightly weaker conditions on the objective function, that a modified Frank-Wolfe algorithm based on Wolfe's ‘away step’ strategy can achieve geometric convergence, provided a strict complementarity assumption holds.read more
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Posted Content
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Convex mixed-integer optimization with Frank-Wolfe methods
TL;DR: In this article , a branch-and-bound algorithm with convex node relaxations is proposed to solve mixed-integer nonlinear optimization problems with a convex hull of feasible points.
Journal ArticleDOI
First-order methods for the convex hull membership problem
TL;DR: In this article , the authors present a comparison of first-order methods for convex hull membership, namely, Frank-Wolfe type methods, Projected Gradient methods and a recently introduced geometric algorithm, called Triangle Algorithm (TA).
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