Convergence Results for Some Extensions of the Frank-Wolfe Method,
Abstract
The convergence properties of some natural extensions of the Frank-Wolfe algorithm are discussed. When the gradient is only known approximately, but the approximation can be improved, a convergence proof is obtained. When the objective function is not differentiable the method may not converge, as is demonstrated. However, some further conditions on the limit points, which guarantee optimality, are derived. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1971
- Accession Number
- AD0720347
Entities
People
- William W. Hogan
Organizations
- University of California, Los Angeles