A Non-polyhedral extension of the Frank–Wolfe theorem to cubic optimization
摘要
In 1956, Frank and Wolfe proved that a quadratic function which is bounded from below on a nonempty polyhedral convex set attains its infimum there. In 1982, Andronov, Belousov and Shironin extended Frank–Wolfe result to the case of cubic polynomials. In this note, we propose a non-polyhedral extension of Frank–Wolfe theorem to nonconvex cubic programming problems.