On the von Neumann and Frank--Wolfe Algorithms with Away Steps
نویسندگان
چکیده
منابع مشابه
On the von Neumann and Frank-Wolfe Algorithms with Away Steps
The von Neumann algorithm is a simple coordinate-descent algorithm to determine whether the origin belongs to a polytope generated by a finite set of points. When the origin is in the interior of the polytope, the algorithm generates a sequence of points in the polytope that converges linearly to zero. The algorithm’s rate of convergence depends on the radius of the largest ball around the orig...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2016
ISSN: 1052-6234,1095-7189
DOI: 10.1137/15m1009937