Extension of the Frank-Wolfe algorithm to concave nondifferentiable objective functions

DOI10.1007/BF00939671zbMath0792.90077MaRDI QIDQ1321376

Douglas J. White

Publication date: 25 July 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

subgradient approachconcave nondifferentiable objective functions

Mathematics Subject Classification ID

Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Related Items (1)

Short paper -- A note on the Frank-Wolfe algorithm for a class of nonconvex and nonsmooth optimization problems

Cites Work

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• On superlinear convergence in univariate nonsmooth minimization
• The Decomposition Algorithm for Linear Programs
• State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
• Optimization of lipschitz continuous functions
• Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions
• Convex Analysis

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