Accession Number : AD0720347

Title :   Convergence Results for Some Extensions of the Frank-Wolfe Method,

Corporate Author : CALIFORNIA UNIV LOS ANGELES WESTERN MANAGEMENT SCIENCE INST

Personal Author(s) : Hogan,William W.

Report Date : JAN 1971

Pagination or Media Count : 24

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)

Descriptors :   (*MATHEMATICAL PROGRAMMING, ALGORITHMS), APPROXIMATION(MATHEMATICS), OPTIMIZATION, CONVERGENCE, THEOREMS

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE