On the von Neumann and Frank--Wolfe Algorithms with Away Steps
On the von Neumann and Frank--Wolfe Algorithms with Away Steps
The von Neumann algorithm is a simple coordinate-descent algorithm to determine whether the origin belongs to a polytope generated by a finite set of points. When the origin is in the interior of the polytope, the algorithm generates a sequence of points in the polytope that converges linearly to zero. …