Frank–Wolfe Dual Gap
Optimize with a linear vertex oracle and certify progress through a primal–dual gap.
Free theory articleOptimize with a linear vertex oracle and certify progress through a primal–dual gap.
Concept & interpretation
Optimize with a linear vertex oracle and certify progress through a primal–dual gap.
Experiment
Observe the convergence of the Frank-Wolfe algorithm and the primal-dual gap in the Frank–Wolfe Dual Gap module.
- Select Target "Outside".
- Select Start "Origin".
- Observe the Exact optimal objective is 2.25 and the Primal gap drops to 0 after 2 Steps.