Reference Work Entry

Encyclopedia of Optimization

pp 1094-1097

Frank–Wolfe Algorithm

  • Siriphong LawphongpanichAffiliated withDepartment of Chemical Engineering, Princeton UniversityNaval Postgraduate School

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Keywords

Away direction Bisection search Bounded Column generation Convergence rate Convex function Convex hull Convexity Dantzig–Wolfe decomposition Differentiable function Direction finding problem Extreme point Feasible direction Feasible direction methods First order Taylor series expansion Geometrically Globally optimal Golden section method Heuristics Inexact line search line Search algorithms Line search problem Linear program Matrix Network Nonempty Nonlinear programming Parallel tangents PARTAN Polyhedron Positive definite matrix Pseudoconvex Quadratic programming Regularized direction finding problem Regularized Frank–Wolfe decomposition Simplex algorithm Simplicial decomposition Stepsize Stopping criterion Strongly convex