AbsSmoothFrankWolfe.as_frank_wolfeFunction
as_frank_wolfe(f, grad!, lmo, x0; ...)

Simplest form of the Frank-Wolfe algorithm. Returns a tuple (x, v, primal, dual_gap, traj_data) with:

  • x final iterate
  • v last vertex from the LMO
  • primal primal value f(x)
  • dual_gap final Frank-Wolfe gap
  • traj_data vector of trajectory information.
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