Frank–Wolfe algorithm

Frank–Wolfe algorithm

The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. In each iteration, the Frank–Wolfe algorithm considers a linear approximation of the objective function, and moves towards a minimizer of this linear function (taken over the same domain).

Comment
enThe Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. In each iteration, the Frank–Wolfe algorithm considers a linear approximation of the objective function, and moves towards a minimizer of this linear function (taken over the same domain).
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Frank-Wolfe Algorithm.png
Has abstract
enThe Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. In each iteration, the Frank–Wolfe algorithm considers a linear approximation of the objective function, and moves towards a minimizer of this linear function (taken over the same domain).
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Algorithm
Is primary topic of
Frank–Wolfe algorithm
Label
enFrank–Wolfe algorithm
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www.math.chalmers.se/Math/Grundutb/CTH/tma946/0203/fw_eng.pdf
jmlr.csail.mit.edu/proceedings/papers/v28/jaggi13.html
www.youtube.com/watch%3Fv=24e08AX9Eww
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Algorithm
Category:First order methods
Category:Gradient methods
Category:Iterative methods
Category:Optimization algorithms and methods
Compact space
Constrained optimization
Convex function
Convex optimization
Convex set
Differentiable function
Duality gap
File:Frank-Wolfe Algorithm.png
First-order approximation
Flow network
Gradient descent
Iterative method
Linear approximation
Linear programming
Lipschitz continuity
Machine learning
Marguerite Frank
Mathematical optimization
Optimization problem
Philip Wolfe (mathematician)
Projection (mathematics)
Proximal gradient methods
Real-valued function
Signal processing
Springer-Verlag
Taylor series
Transport network
Vector space
SameAs
Algorithme de Frank-Wolfe
Frank-Wolfe-algoritme
m.08vt3g
Q2020318
uvrr
Алгоритм Франк — Вульфа
Алгоритм Франк — Вульфа
フランク・ウルフのアルゴリズム
Subject
Category:First order methods
Category:Gradient methods
Category:Iterative methods
Category:Optimization algorithms and methods
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Wikipage page ID
3152055
Wikipage revision ID
1102303388
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