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