Some comments on Wolfe's 'away step'
نویسندگان
چکیده
We give a detailed proof, under slightly weaker conditions on the objective function, that a modified Frank-Wolfe algorithm based on Wolfe's "away step" strategy can achieve geometric convergence, provided a strict complementarity assumption holds.
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ورودعنوان ژورنال:
- Math. Program.
دوره 35 شماره
صفحات -
تاریخ انتشار 1986