Frank-Wolfe算法,也被称为条件梯度算法(Conditional Gradient Algorithm),是一种用于解决具有线性等式约束的非线性优化问题的迭代方法。该算法由Marguerite Frank和Philip Wolfe在1956年提出,因此得名Frank-Wolfe算法。它在运筹学、机器学习、统计学等领域有着广泛的应用,特别是在支持向量机(SVM)的训练中。 算法的基本思...
Frank-Wolfe (FW) 算法,又称条件梯度(conditional gradient)算法,是解决非线性受限优化问题的一种经典求解方法。首次发表于 Frank, Marguerite & Philip Wolfe. (1956). An algorithm for quadratic programming. Naval Research Logistics。该方法内存消耗低,而且最重要的是无需投影操作,因此同样很受欢迎。
To this end, we propose a Federated Frank-Wolfe Algorithm (FedFW). FedFW features data privacy, low per-iteration cost, and communication of sparse signals. In the deterministic setting, FedFW achieves an $\\varepsilon$-suboptimal solution within $O(\\varepsilon^{-2})$ iterations for ...
ontheFrankWolfealgorithmwasproposedtoavoidenumeratingallroutesofthenetwork.Undertheconditions thatagroupofdestination2basedlinktrafficflowssatisfyingtheuserequilibriumandtheshortest2pathsetof eachOD(origin2destination)pairofthetrafficnetworkwereknown,agroupofuserequilibriumpathtraffic ...
.Wolfe算法 ;流量更新策略 ;线搜 索 中图分 类号 : U491 文献 标 志码 : A Im plem enting Frank—W olfe Algorithm for Traff ic Assignm ent Problem under Di ferent Flow Update Strategies and Line Search Technologies XU Meng ,QU Yun.chao ,GAO Zi.you (a.School of Traf fic and ...
Technologies XUMeng,QUYun.chao,GAOZi.you (a.SchoolofTrafficandTransportation;b.StateKeyLaboratoryofRailTragicControlandSafety, BeijingJiaotongUniversiyt,Beijing100044,China) Abstract: Frank—Wolfe(FW)algorithmiswidelyusedtoSolvetrafficequilibriumassignmentproblems.Ithas thecharacteristicsofsimpleimplementationand...
第24卷第2期商洛学院学报V01.24No.22010年4月JournalofShangluoUniversityApr.2010线性分式规划的Frank—wolfe优化算法陈诚1,杨森2,李粉红3(1.西安通信学院基础部,陕西西安710106;2.河南科技大学理学院,河南洛阳471003;3.商洛学院数学与计算科学系,陕西商洛726000)摘要:线性分式规划在经济管理领域有着广泛的应用,但分式...
1)Frank-Wolfe algorithmFrank-Wolfe算法 1.TheFrank-Wolfe algorithmis used to solve the logistics distribution equilibrium model,and improved tabu search algorithms are designed to optimize the location problem and the vehicle routing problem.运用Frank-Wolfe算法求解物流配送均衡模型,采用改进的禁忌算法优化选...
loss functions. Weused several large datasets to demonstrate that the proposed optimizationalgorithm rapidly converges and thereby improves the pattern recognitionperformance.key words: SVM, convex optimization, Frank-Wolfe, dual problem, multi-category classif i cation1. IntroductionMulti-category classif ...
基于 Frank-Wolfe 算法的交通分配研究 Research on Traffic Assignment Based on Frank-Wolfe Algorithm 郑晏群淤 ZHENG Yan-qun曰张鹍鹏于 ZHANG Kun-peng （淤深圳市综合交通运行指挥中心，深圳 518040；于深圳市综合交通设计研究院有限公司，深圳 518003） （淤Shenzhen Transportation Operation Command Center，...