On the Frank–Wolfe algorithm for non-compact constrained optimization problems

This paper deals with the Frank–Wolfe algorithm to solve a special class of non-compact constrained optimization problems. The notion asymptotic cone is one main concept used introduce problems considered as well establish definition algorithm. problems, closed and convex constraint set, are characterized by two conditions on gradient objective function. first establishes that function Lipschitz continuous, which quite usual in analysis this second one, new subject, belongs interior dual set. Classical results behaviour iteration complexity bounds for sequence generated extended Some examples constraints functions satisfying aforementioned provided.