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Consider the problem to minimize (x subject to 2 - - (272 - 12 ) , 1) + (x 0 x 1, 0 x
Consider the problem to minimize (x subject to 2 - - (272 - 12 ) , 1) + (x 0 x 1, 0 x 1. Draw the first five iterates obtained using the Frank-Wolfe algorithm starting in xo = (0,0) . Comment on the behavior of the algorithm.
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Introduction to Operations Research
Authors: Frederick S. Hillier, Gerald J. Lieberman
10th edition
978-0072535105, 72535105, 978-1259162985
