We give a detailed proof, under slightly weaker conditions on the objective function, that a modified Frank-Wolfe algorithm based on Wolfe's 'away step' strategy can achieve geometric convergence, provided a strict complementarity assumption holds. © 1986 The Mathematical Programming Society, Inc.
CITATION STYLE
GuéLat, J., & Marcotte, P. (1986). Some comments on Wolfe’s “away step.” Mathematical Programming, 35(1), 110–119. https://doi.org/10.1007/BF01589445
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