Frank-Wolfe Algorithm - Next Iteration Previous Next
Second trial solution:
We begin the second iteration by evaluating the partial derivatives of  at (2, 1):
so the approximating objective function ..
Maximizing  subject to the original constraints yields the solution  with . [Note that .]
The line between (2, 1) and (0, 7) is
 .
 ,
which is maximized at .
The resulting new trial solution is .