Question: Consider the problem to minimize (x subject to 2 - - (272 - 12 ) , 1) + (x 0 x 1, 0 x

Consider the problem to minimize (x subject to 2 - - (27 2 - 12 )    1)+ (x 0  x  1, 0  x  1. Draw the first

Consider the problem to minimize (x subject to 2 - - (272 - 12 ) , 1) + (x 0 x 1, 0 x 1. Draw the first five iterates obtained using the Frank-Wolfe algorithm starting in xo = (0,0) . Comment on the behavior of the algorithm.

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