Frank-Wolfe Algorithm - Objective Approximation | Previous | Next |
Initial trial solution:![]() |
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We begin the first iteration by developing a "linear approximation"
for ![]() |
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so this approximation is ![]() |
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Maximizing ![]() ![]() ![]() (0, 0) the approximation may not be a good one at (2, 1). [Note that ![]() ![]() ![]() ![]() |