The Effects of Errors in the Estimation of the Gradient on the Frank-Wolfe Algorithm, with Implications for Interactive Programming

James S. Dyer
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James S. Dyer: University of California, Los Angeles, California

Operations Research, 1974, vol. 22, issue 1, 160-174

Abstract: This paper presents an investigation of the effects of errors in the estimation of the gradient of the objective function on the F rank -W olfe 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.

Date: 1974
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:22:y:1974:i:1:p:160-174

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