Frank-Wolfe Algorithm - Introduction Previous Next
To illustrate the Frank-Wolfe algorithm, consider the demonstration example for the simplex method with a new objective function:
The feasible region is shown to the right. Without these constraints the maximum of
  is easily found (by setting the partial derivatives equal to zero) to be
 . But what is the constrained maximum? Let us use as the initial trial solution  for the Frank-Wolfe algorithm.