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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Frank-Wolfe algorithm ： ウィキペディア英語版 Frank–Wolfe algorithm The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was originally proposed by Marguerite Frank and Philip Wolfe in 1956. In each iteration, the Frank–Wolfe algorithm considers a linear approximation of the objective function, and moves slightly towards a minimizer of this linear function (taken over the same domain). ==Problem statement== Suppose $\backslash mathcal$ is a compact convex set in a vector space and $f\; \backslash colon\; \backslash mathcal\; \backslash to\; \backslash mathbb$ is a convex differentiable real-valued function. The Frank–Wolfe algorithm solves the optimization problem :Minimize $f(\backslash mathbf)$ :subject to $\backslash mathbf\; \backslash in\; \backslash mathcal$. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Frank–Wolfe algorithm」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.