The Frank–Wolfe algorithm

The Frank–Wolfe algorithm is a first-order optimizationalgorithm for constrained convex optimization.In this article, we are going to deal with a special case ofthe mentioned method. In fact, our goal is to show that in aspecial case, which is actually a type of linear optimization,we can guarantee the existence of the solution, we cancertainly guarantee the existence of the optimal point

Keywords:

The Franke-Wolfe algorithm , Optimization , LinearProgramming , Matrix .