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The Effects of Errors in the Estimation of the Gradient on the Frank-Wolfe Algorithm, with Implications for Interactive Programming.
- Source :
- Operations Research; Jan/Feb74, Vol. 22 Issue 1, p160, 15p
- Publication Year :
- 1974
-
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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0030364X
- Volume :
- 22
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Operations Research
- Publication Type :
- Academic Journal
- Accession number :
- 6669613
- Full Text :
- https://doi.org/10.1287/opre.22.1.160