Frank–Wolfe algorithm

The Frank-Wolfe algorithm, also known as the conditional gradient method, is an iterative optimization algorithm used for solving constrained convex optimization problems. It is particularly useful when the feasible region is defined by convex constraints, such as a convex polytope or when the constraints define a non-Euclidean space. ### Key Features: 1. **Convex Problem:** The Frank-Wolfe algorithm is designed for convex optimization problems where the objective function is convex, and the feasible set is a convex set.