Extension of the Frank-Wolfe algorithm to concave nondifferentiable objective functions
type: Item
instance of: scholarly article
title: Extension of the Frank-Wolfe algorithm to concave nondifferentiable objective functions
zbMATH Open document ID: 0792.90077
DOI: 10.1007/BF00939671
published in: Journal of Optimization Theory and Applications
publication date: 1994-07-25T00:00:00Z
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 49J52
zbMATH DE Number: 557861
zbMATH Keywords: concave nondifferentiable objective functions
zbMATH Keywords: subgradient approach
author: D. J. White
MaRDI profile type: Publication
cites work: Convex Analysis
cites work: Q3968756
cites work: State of the Art—A Survey of Partially Observable Markov Decision Processes: Theory, Models, and Algorithms
cites work: Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions
cites work: On superlinear convergence in univariate nonsmooth minimization
cites work: The Decomposition Algorithm for Linear Programs
cites work: Optimization of lipschitz continuous functions
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description: scientific article; zbMATH DE number 557861