frank_wolfe.hpp File Reference
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Classes

class  FrankWolfe< LinearConstrSolverType, UpdateRuleType >
 Frank-Wolfe is a technique to minimize a continuously differentiable convex function $ f $ over a compact convex subset $ D $ of a vector space. More...

 

Namespaces

 mlpack
 
.hpp
 
 mlpack::optimization
 

Typedefs

using OMP = FrankWolfe< ConstrLpBallSolver, UpdateSpan >
 Orthogonal Matching Pursuit. More...

 

Detailed Description

Author
Chenzhe Diao

Frank-Wolfe Algorithm.

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license. You should have received a copy of the 3-clause BSD license along with mlpack. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information.

Definition in file frank_wolfe.hpp.