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Notes on the Frank-Wolfe algorithm, Part I

Category: optimization
#optimization #Frank-Wolfe

$$ \def\xx{\boldsymbol x} \def\yy{\boldsymbol y} \def\ss{\boldsymbol s} \def\dd{\boldsymbol d} \DeclareMathOperator*{\argmin}{{arg\,min}} \DeclareMathOperator*{\minimize}{{minimize}} \DeclareMathOperator*{\diam}{{diam}} $$

This blog post is the first in a series discussing different theoretical and practical aspects of the Frank-Wolfe algorithm.

Outline:
The Frank-Wolfe Algorithm
Example …