rank Wolfe and PGD. In the lectures, we showed an example where Frank-Wolge and projected gradient descent (PGD) behave very differently. Replicate that here, and show your plots of the trajectory obtained.
min:
s.t. :
100x 12 +x 22 +(x 3 −20) 2
x 1 +x 2 +x3 /20=1x 1 ,x 2 ,x 3 ≥0