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frank_wolfe algorithm for order 3

version 1.0.0.0 (1.39 KB) by Yinxiao
frank_wolfe algorithm for order 3

775 Downloads

Updated 25 Feb 2013

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e=0.005;
X0=[0.1;0.2;0.7];
syms x1 x2 x3;
f=0.5*(x1^2+x2^2+0.1*x3^2)+0.55*x3;
[X,fval]=frank_wolfe(f,X0,e,[],[],[1 1 1],[1],[0;0;0],[1;1;1])

Cite As

Yinxiao (2021). frank_wolfe algorithm for order 3 (https://www.mathworks.com/matlabcentral/fileexchange/40506-frank_wolfe-algorithm-for-order-3), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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