Use classic rule in the update step for FrankWolfe algorithm. More...

Public Member Functions
	UpdateClassic ()
	Construct the classic update rule for FrankWolfe algorithm. More...

template<typename FunctionType >
void	Update (FunctionType &, const arma::mat &oldCoords, const arma::mat &s, arma::mat &newCoords, const size_t numIter)
	Classic update rule for FrankWolfe. More...

Detailed Description

Use classic rule in the update step for FrankWolfe algorithm.

That is, take $\gamma = \frac{2}{k+2}$ , where $ k $ is the iteration number. The update rule would be:

$x_{k+1} = (1-\gamma) x_k + \gamma s$

Definition at line 29 of file update_classic.hpp.

Constructor & Destructor Documentation

UpdateClassic ( )

inline

Construct the classic update rule for FrankWolfe algorithm.

Definition at line 35 of file update_classic.hpp.

inline

Classic update rule for FrankWolfe.

$x_{k+1} = (1-\gamma)x_k + \gamma s$ , where $\gamma = 2/(k+2)$

Parameters

function	function to be optimized, not used in this update rule.
oldCoords	previous solution coords.
s	current linear_constr_solution result.
newCoords	output new solution coords.
numIter	current iteration number

Definition at line 49 of file update_classic.hpp.

The documentation for this class was generated from the following file: