|UpdateSpan (const bool isPrune=false)|
|Construct the span update rule. More...|
|void||Update (FuncSq &function, const arma::mat &oldCoords, const arma::mat &s, arma::mat &newCoords, const size_t)|
|Update rule for FrankWolfe, reoptimize in the span of current solution space. More...|
Recalculate the optimal solution in the span of all previous solution space, used as update step for FrankWolfe algorithm.
Currently only works for function in FuncSq class.
Constructor & Destructor Documentation
Member Function Documentation
Update rule for FrankWolfe, reoptimize in the span of current solution space.
function function to be optimized. oldCoords previous solution coords. s current linearConstrSolution result. newCoords output new solution coords. numIter current iteration number.
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