The Effects of Errors in the Estimation of the Gradient on the Frank-Wolfe Algorithm, with Implications for Interactive Programming
- 1 February 1974
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Operations Research
- Vol. 22 (1) , 160-174
- https://doi.org/10.1287/opre.22.1.160
Abstract
This paper presents an investigation of the effects of errors in the estimation of the gradient of the objective function on the Frank-Wolfe nonlinear programming algorithm. The investigation was motivated by a desire to reconcile the use of interactive programming approaches to the solution of the multiple-criteria problem with utility models that allow for intransitive statements of indifference and preference. Results are provided regarding the ultimate convergence of the algorithm, and its initial convergence rate.Keywords
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