Some comments on Wolfe's ‘away step’
- Cite this article as:
- GuéLat, J. & Marcotte, P. Mathematical Programming (1986) 35: 110. doi:10.1007/BF01589445
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.