AbsSmoothFrankWolfe.as_frank_wolfe
— Functionas_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 iteratev
last vertex from the LMOprimal
primal valuef(x)
dual_gap
final Frank-Wolfe gaptraj_data
vector of trajectory information.