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A modified Frank-Wolfe algorithm and its convergence properties

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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.

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References

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Authors and Affiliations

  1. Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080, Beijing, China

    Wu Fang & Wu Shiquan

Authors
  1. Wu Fang
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  2. Wu Shiquan
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Additional information

This work is supported by Ecole Polytechnique of France and the National Natural Science Foundation of China.

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Wu, F., Wu, S. A modified Frank-Wolfe algorithm and its convergence properties. Acta Mathematicae Applicatae Sinica 11, 285–291 (1995). https://doi.org/10.1007/BF02011194

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  • DOI: https://doi.org/10.1007/BF02011194

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