Blog
My thoughts, my ideas and something interesting
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Frank-Wolfe Algorithm
Optimization ·Introduction
The Frank-Worlf Algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. In each iteration, the Frank-Wolfe algorithm considers a linear approximation of the objective function, and moves towards...
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Hello World
Hello World ·My first post, Hello World.