Chapter 2: Basics of Frank–Wolfe algorithms
Gábor Braun, Alejandro Carderera, Cyrille W. Combettes, Hamed Hassani, Amin Karbasi, Aryan Mokhtari, Sebastian Pokutta · Society for Industrial and Applied Mathematics eBooks · 2025
In this chapter, we introduce the simplest variant of the family of Frank–Wolfe algorithms, which serves as a foundation for all later versions. The final section of the chapter provides a minimal number of improvements, which are the most influential for further variants.