Some comments on Wolfe's 'away step'

نویسندگان

  • Jacques Guélat
  • Patrice Marcotte
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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عنوان ژورنال:
  • Math. Program.

دوره 35  شماره 

صفحات  -

تاریخ انتشار 1986