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. : β
100x 12β +x 22 +(x 3β β20) 2
x 1β +x 2β +x3β /20=1x 1β ,x 2β ,x 3β β₯0
β