FrankWolfe.jl
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ZIB-IOL
Julia implementation for various Frank-Wolfe and Conditional Gradient variants
The SD steps in blended conditional gradients are not counted correctly anymore in the iteration counter, i.e., they do not increase the iteration counter but the should do not call...
Hey there! I'm playing more and more with your package, and I find it difficult to understand what every kwarg refers to, eg. here: https://github.com/ZIB-IOL/FrankWolfe.jl/blob/7e8e3c8e397e1967220624bd27f0ed537337d278/src/afw.jl#L10-L35 Would it be possible to...
All datasets should be fetched from [DataDeps.jl](https://github.com/oxinabox/DataDeps.jl) or even better from [MLDatasets.jl](https://github.com/JuliaML/MLDatasets.jl) Movielens currently blocked by https://github.com/JuliaML/MLDatasets.jl/issues/104#issuecomment-1078916180
Initial commit with iteration count testing. lentraj_maketests creates a txt file holding the iteration number array, which is used by lentraj_runtests. Next steps: New implementaion using PkgBenchmark Adding more granular...
All algorithms should count and report in the state structure: 1. Number of first-order oracle calls so far `\nabla f(x)` 2. Number of zeroth-order oracle calls so far `f(x)` 3....
## TODO - [ ] validate nuclear norm LMO and add clean unit tests (add also various versions: ARPACK, iterative solvers, etc) - [x] add capped SDP cone from CGSDP.jl...
Could OrderedCollections.OrderedSet bring an advantage to this? https://github.com/JuliaCollections/OrderedCollections.jl More generally, would there be an advantage to keep a hash for atoms in the active set
It should be relatively easy to implement, given that we already have AFW.
