Computational Mathematics for Learning and Data An...
Software and support material
The Frank-Wolfe Method (Antonio Frangioni)
The Frank-Wolfe method for general nonlinear problems with linear constraints. Extensions: stabilization, use of cutting-plane models, towards the Sequential Quadratic Programming (use of second-order models). MATLAB implementation of the Frank-Wolfe method for Box-Constrained (convex) Quadratic Programs, discussion of the main points, performances on some examples (impact of the stabilization).